Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 17365.02 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 19061.97 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 28120.59 USD Other C-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 29301.09 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 85483.28 USD Other E-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 30150.79 USD Other E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 14374.61 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 45107.45 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 60779.44 USD Other E-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 82378.74 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 28305.04 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 36868.29 USD Other E-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 78392.26 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 63703.42 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 84134.28 USD Other IG-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 39418.88 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 760.01 USD Other IG-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 64550.57 USD Other IG-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 34337.93 USD Other IG-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 55409.32 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 31075.14 USD Other L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 53086.90 USD Other L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 57832.13 USD Other L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 17943.84 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 53011.00 USD Other L-4 No