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 121 - 150 Days 60029.54 USD Other G-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 72351.16 USD Other S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 23131.36 USD Other S-6-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 67343.52 USD Other S-7-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 3359.87 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 77856.67 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 4379.69 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 12418.60 USD Other IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 25146.33 USD Other C-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 34336.15 USD Other CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 62479.34 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 6646.57 USD Other E-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 15866.23 USD Other E-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 3425.26 USD Other E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 45619.11 USD Other E-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 39035.34 USD Other E-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 6721.38 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 79480.04 USD Other E-9 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 62118.83 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 64104.74 USD Other IG-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 39233.16 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 50534.23 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 61289.95 USD Other IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 64350.02 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 65621.26 USD Other IG-8 Yes Liberty Wealth Management LLC