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 83 - 90 Days 601.69 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 55979.59 USD Other L-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 78261.97 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 65740.50 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 36952.55 USD Other L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 57688.69 USD Other L-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 56683.37 USD Other L-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 54462.62 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 21505.64 USD Other LC-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 77555.52 USD Other LC-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 74024.86 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 35905.64 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 4549.07 USD Other N-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 17080.81 USD Other N-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 8596.59 USD Other N-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 46043.00 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 43014.39 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 79921.21 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 62271.32 USD Other P-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 75332.23 USD Other S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 26959.12 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 22453.12 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 7168.63 USD Other Y-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 42286.55 USD Other Y-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 25858.38 USD Other Z-1 Yes Liberty Wealth Management LLC