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 68 - 74 Days 82168.88 USD Other IG-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 28410.47 USD Other IG-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 14984.54 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 35550.00 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 80300.63 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 76065.89 USD Other E-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 81391.16 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 48391.36 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 74834.76 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 14154.42 USD Other E-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 33712.97 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 52465.12 USD Other E-9 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 70857.89 USD Other G-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 29585.63 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 47701.41 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 60216.78 USD Other IG-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 46173.52 USD Other IG-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 38855.13 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 35560.51 USD Other IG-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 79827.66 USD Other L-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 56369.74 USD Other L-10 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 57886.88 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 5314.12 USD Other L-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 26740.08 USD Other L-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 78973.92 USD Other L-4 Yes