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 55 3706.81 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 451.89 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 46854.14 USD Other L-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 53363.65 USD Other L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 51273.78 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 39318.45 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 42319.75 USD Other L-9 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 34184.12 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 62834.19 USD Other LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 27880.65 USD Other N-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 50686.58 USD Other N-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 35553.24 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 47356.67 USD Other N-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 3981.77 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 16748.77 USD Other N-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 21617.29 USD Other N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 27195.88 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 71349.51 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 50689.86 USD Other S-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 80612.55 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 72085.61 USD Other Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 77927.30 USD Other Y-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 29674.31 USD Other Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 59827.76 USD Other Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 57380.25 USD Other A-2 Yes Liberty Wealth Management LLC