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 41 12011.06 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 5535.35 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 83806.21 USD Other S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 39169.71 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 34790.87 USD Other E-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 14144.77 USD Other E-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 34324.25 USD Other IG-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 11516.74 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 1150.96 USD Other C-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 85710.00 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 68108.08 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 32745.67 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 78956.09 USD Other E-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 72472.21 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 4902.44 USD Other E-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 9326.48 USD Other E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 40548.06 USD Other E-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 85212.56 USD Other E-9 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 57476.76 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 3146.05 USD Other IG-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 51037.92 USD Other IG-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 51104.95 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 81043.52 USD Other IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 13333.16 USD Other IG-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 79828.96 USD Other IG-8 No Liberty International Finance Ltd.