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 180 - 270 Days 33185.63 USD Retail G-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 47294.50 USD Retail IG-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 47226.17 USD Retail IG-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 55799.76 USD Retail IG-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 63261.00 USD Retail IG-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 78318.11 USD Retail IG-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 50512.41 USD Retail IG-8 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 78512.45 USD Retail L-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 1870.92 USD Retail L-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 75625.15 USD Retail L-11 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 35184.20 USD Retail L-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 18931.66 USD Retail L-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 24368.58 USD Retail L-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 68779.30 USD Retail L-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 66868.39 USD Retail L-6 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 74671.59 USD Retail L-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 20247.81 USD Retail L-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 42077.67 USD Retail L-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 35617.25 USD Retail LC-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 75792.69 USD Retail LC-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 44445.30 USD Retail N-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 82797.12 USD Retail N-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 41039.66 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 57607.25 USD Retail N-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 62955.46 USD Retail N-5 No