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 46 20211.50 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 58530.79 USD Other L-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 70533.86 USD Other L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 2226.78 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 34753.09 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 42859.71 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 73418.25 USD Other LC-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 68394.96 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 82907.82 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 36630.09 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 85005.59 USD Other N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 26286.69 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 26002.32 USD Other N-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 3736.25 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 37554.27 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 73284.70 USD Other P-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 42762.61 USD Other P-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 76038.68 USD Other S-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 75517.03 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 60131.83 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 40438.76 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 13800.15 USD Other Y-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 52791.14 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 84888.29 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 68815.36 USD Other A-3 No Liberty Wealth Management LLC