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 61 - 67 Days 17460.83 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 29760.22 USD Other S-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 13874.93 USD Other CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 41401.49 USD Other G-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 55376.88 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 65190.85 USD Other G-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 62785.57 USD Other S-5-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 32663.01 USD Other S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 67997.66 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 13470.28 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 86111.11 USD Other E-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 80443.00 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 58422.77 USD Other IG-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 25923.54 USD Other C-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 28112.60 USD Other CB-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 49486.12 USD Other E-10 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21614.50 USD Other E-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 71675.96 USD Other E-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 53667.91 USD Other E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21777.90 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 57354.63 USD Other E-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 65417.64 USD Other E-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 22834.13 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 49425.38 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 4737.17 USD Other IG-3 No Liberty International Finance Ltd.