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 50 40136.76 USD Other IG-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 54149.03 USD Other L-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 63770.74 USD Other L-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 58124.61 USD Other L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 37497.05 USD Other L-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 48030.12 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 45331.36 USD Other L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 25199.49 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 71067.55 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 53235.01 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 70042.80 USD Other L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 7717.84 USD Other L-9 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 33198.82 USD Other LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 26517.68 USD Other LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 79574.18 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 63719.09 USD Other N-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 73208.09 USD Other N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 61333.15 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 10372.35 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 38465.74 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 85425.59 USD Other N-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 49889.88 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 44897.67 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 56007.73 USD Other S-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 56371.91 USD Other Y-1 Yes