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 54 22007.21 USD Other G-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 56566.42 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 22865.61 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 7977.05 USD Other IG-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 43919.52 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 10413.86 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 5850.10 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 86236.78 USD Other L-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 61817.51 USD Other L-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 82001.90 USD Other L-11 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 84061.83 USD Other L-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 45798.47 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 73710.09 USD Other L-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 3472.45 USD Other L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 84690.57 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 38310.85 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 50152.92 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 3784.24 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 57057.43 USD Other LC-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 14481.85 USD Other LC-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 53477.24 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 14788.77 USD Other N-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 64017.59 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 46957.17 USD Other N-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 56038.65 USD Other N-5 No Liberty Mortgage Services Corp.