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 10075.05 USD Other L-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 2094.44 USD Other L-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 2432.55 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 80763.39 USD Other L-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 5569.57 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 32244.12 USD Other L-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 36451.26 USD Other L-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 5538.17 USD Other L-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 78338.53 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 84761.60 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 81574.39 USD Other L-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 81984.49 USD Other LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 84521.86 USD Other LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 79507.38 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 22217.03 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 36242.42 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 14912.29 USD Other N-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 12368.68 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 10671.33 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 34859.78 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 16488.11 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 377.63 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 27418.61 USD Other S-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 86893.87 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 33680.45 USD Other Y-2 No