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 60 84861.09 USD Other L-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 17649.71 USD Other L-9 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 45013.57 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 2892.06 USD Other LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 25461.05 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 75568.01 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 39439.45 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 78824.38 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 21289.20 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 75786.16 USD Other N-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 16771.52 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 9886.47 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 5075.14 USD Other P-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 20506.21 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 73332.37 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 51900.85 USD Other Y-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 81741.28 USD Other Y-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 50517.02 USD Other Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 77410.62 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 17291.23 USD Other A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 86976.97 USD Other A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 10939.45 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 55587.70 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 69105.78 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 4761.66 USD Other CB-2 No Liberty International Finance Ltd.