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 47 76756.04 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 25412.78 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 11363.11 USD Other G-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 16222.69 USD Other IG-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 34298.90 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 15831.14 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 63946.49 USD Other IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 46215.69 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 20949.45 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 82035.93 USD Other L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 13073.31 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 41395.25 USD Other L-11 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 36858.01 USD Other L-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 66499.15 USD Other L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 56723.21 USD Other L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 75592.49 USD Other L-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 84952.68 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 1286.36 USD Other L-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 3366.52 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 40903.74 USD Other L-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 50104.85 USD Other LC-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 14513.61 USD Other LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 78935.04 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 11571.97 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 34012.81 USD Other N-3 Yes