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 180 - 270 Days 37957.64 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 15556.91 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 421.00 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 44970.99 USD Other Y-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 57555.86 USD Other Y-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 67074.29 USD Other Z-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 31877.68 USD Other A-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 13230.70 USD Other A-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 58026.70 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 80668.97 USD Other A-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 76080.30 USD Other CB-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 79922.90 USD Other CB-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 37807.96 USD Other CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 49856.24 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 63187.22 USD Other E-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 48828.95 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 2492.51 USD Other G-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 10523.50 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 82554.38 USD Other IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 38414.08 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 6389.40 USD Other S-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 67445.48 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 52306.88 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 55571.14 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 27871.85 USD Other S-5 No Liberty International Finance Ltd.