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 73630.41 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 59091.62 USD Other LC-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 74844.52 USD Other LC-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 76785.52 USD Other N-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 19283.27 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 19305.48 USD Other N-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 69431.81 USD Other N-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 51037.09 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 76660.40 USD Other N-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 63535.60 USD Other N-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 23119.65 USD Other P-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 23284.98 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 50798.79 USD Other S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 57923.95 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 53550.81 USD Other Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 22738.46 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 40114.66 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 45999.70 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 79861.01 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 44322.45 USD Other A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 75554.86 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 15153.54 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 59231.86 USD Other CB-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 39631.00 USD Other CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 74975.77 USD Other CB-3 Yes