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 75 - 82 Days 86099.28 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 31122.72 USD Other G-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 28736.11 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 60862.64 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 72413.23 USD Other IG-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 73248.16 USD Other IG-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 31037.17 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 49264.61 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 12873.26 USD Other L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 33939.14 USD Other L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 7254.27 USD Other L-11 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 37856.04 USD Other L-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 54311.80 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 69250.31 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 22134.06 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 27934.98 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 20308.72 USD Other L-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 3400.04 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 27411.80 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 80907.21 USD Other LC-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 50638.58 USD Other LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 27291.55 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 54632.37 USD Other N-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 60824.29 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 39344.06 USD Other N-4 Yes