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 49 71435.35 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 82691.35 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 86850.50 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 44109.52 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 60480.09 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 10243.78 USD Other G-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 20195.63 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 9837.33 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 61049.82 USD Other IG-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 7294.96 USD Other IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 73238.88 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 39285.39 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 75082.90 USD Other L-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 84769.59 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 73718.14 USD Other L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 38708.66 USD Other L-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 23134.59 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 10015.23 USD Other L-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 59006.55 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 82989.67 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 79352.85 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 52289.08 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 29692.76 USD Other L-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 10688.63 USD Other LC-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 41630.15 USD Other LC-2 Yes