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 13926.01 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 76045.28 USD Other L-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 20666.54 USD Other L-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 11721.01 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 3359.23 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 19745.72 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 22843.09 USD Other LC-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 12595.18 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 74949.51 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 84694.41 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 41724.39 USD Other N-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 54535.92 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 64672.04 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 31360.59 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 39360.28 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 7843.80 USD Other P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 68304.77 USD Other S-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 59176.67 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 32060.63 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 4997.02 USD Other Y-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 69696.99 USD Other Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 26187.88 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 40230.72 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 397.92 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 67766.40 USD Other A-4 No