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 44 27575.40 USD Other C-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 37707.01 USD Other CB-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 85595.26 USD Other E-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 16465.52 USD Other E-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 26332.65 USD Other E-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 31677.29 USD Other E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 41592.26 USD Other E-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 66921.23 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 16980.99 USD Other E-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 71039.47 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 5064.06 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 20331.45 USD Other IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 66310.17 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 12188.08 USD Other IG-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 30642.39 USD Other IG-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 24413.02 USD Other IG-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 74234.89 USD Other IG-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 8434.19 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 8009.88 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 40158.98 USD Other L-11 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 22857.16 USD Other L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 16398.20 USD Other L-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65101.36 USD Other L-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 72730.42 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 44670.38 USD Other L-6 Yes Liberty Capital Markets Inc.