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 45 16031.26 USD Other IG-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 15950.32 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 3507.68 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 61415.43 USD Other IG-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 469.65 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 23356.10 USD Other IG-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 85187.20 USD Other L-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 10456.53 USD Other L-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 42961.58 USD Other L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 21712.64 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 23321.07 USD Other L-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 78845.21 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 26581.43 USD Other L-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 81397.30 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 56979.43 USD Other L-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 25690.92 USD Other L-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 84620.29 USD Other L-9 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 2338.26 USD Other LC-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 68256.88 USD Other LC-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 39427.40 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 10343.57 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 41083.24 USD Other N-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 28236.26 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 58728.79 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 66211.85 USD Other N-6 Yes Liberty Wealth Management LLC