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 51 22894.68 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 480.80 USD Other E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 33731.36 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 32436.90 USD Other E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 18130.54 USD Other E-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 18724.50 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 78686.33 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 70812.21 USD Other E-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 12683.46 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 79186.81 USD Other IG-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 82005.36 USD Other IG-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 59678.57 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 16804.67 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 2644.65 USD Other IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 69485.82 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 37219.35 USD Other L-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 31837.77 USD Other L-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 78836.24 USD Other L-11 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 6271.33 USD Other L-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 66458.85 USD Other L-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 61918.31 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 44410.58 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 67449.01 USD Other L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 23687.45 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 85315.89 USD Other L-8 Yes