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 151 - 179 Days 84699.41 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 37716.21 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 30255.16 USD Other E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 82034.57 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 32808.35 USD Other E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 62685.04 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 79462.78 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 66673.79 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 51783.71 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65121.69 USD Other IG-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 77114.54 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 39122.03 USD Other IG-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65981.66 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 5784.34 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 14664.85 USD Other L-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 70483.01 USD Other L-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 49401.06 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 26188.59 USD Other L-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 45637.26 USD Other L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 43576.62 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 5465.85 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 17326.33 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 70262.21 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 75518.16 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 49114.32 USD Other L-9 No Liberty Mortgage Services Corp.