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
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 24264.86 USD Retail E-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 46651.73 USD Retail E-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 36659.04 USD Retail E-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 68225.12 USD Retail E-8 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 42431.80 USD Retail E-9 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 24776.36 USD Retail G-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6658.96 USD Retail IG-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 3977.50 USD Retail IG-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 16006.52 USD Retail IG-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 5450.00 USD Retail IG-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44300.58 USD Retail IG-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 29066.38 USD Retail IG-8 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 59192.93 USD Retail L-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 24964.78 USD Retail L-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 78059.92 USD Retail L-11 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 3424.75 USD Retail L-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 24624.72 USD Retail L-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 32517.98 USD Retail L-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 27536.73 USD Retail L-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 76079.07 USD Retail L-6 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 66033.09 USD Retail L-7 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 41029.42 USD Retail L-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 38442.62 USD Retail L-9 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6372.95 USD Retail LC-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44439.83 USD Retail LC-2 Yes