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 7847.19 USD Other IG-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 27204.87 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 22842.31 USD Other IG-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 57601.15 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 32376.11 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 64094.67 USD Other L-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21657.10 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 7467.08 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 81116.80 USD Other L-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 47303.17 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 40366.49 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 3881.62 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 47469.30 USD Other L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 84755.90 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 4751.68 USD Other L-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 56986.52 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 76206.08 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 33034.89 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 58698.95 USD Other N-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 53109.37 USD Other N-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 30011.30 USD Other N-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 85172.05 USD Other N-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 36693.33 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 65423.06 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 70887.21 USD Other N-7 No