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 Day 5 29440.97 USD Non-Financial Corporate IG-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 11034.97 USD Non-Financial Corporate IG-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 18933.85 USD Non-Financial Corporate IG-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 79340.51 USD Non-Financial Corporate L-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 13582.79 USD Non-Financial Corporate L-10 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 64288.95 USD Non-Financial Corporate L-11 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 71429.18 USD Non-Financial Corporate L-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 61282.07 USD Non-Financial Corporate L-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 47486.52 USD Non-Financial Corporate L-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 57328.19 USD Non-Financial Corporate L-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 31521.66 USD Non-Financial Corporate L-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 66473.63 USD Non-Financial Corporate L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 40166.91 USD Non-Financial Corporate L-8 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 37490.21 USD Non-Financial Corporate L-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 42343.52 USD Non-Financial Corporate LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 54992.81 USD Non-Financial Corporate LC-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 47733.76 USD Non-Financial Corporate N-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 11422.81 USD Non-Financial Corporate N-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 64640.92 USD Non-Financial Corporate N-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 11033.62 USD Non-Financial Corporate N-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 51661.18 USD Non-Financial Corporate N-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 13112.79 USD Non-Financial Corporate N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 73129.91 USD Non-Financial Corporate N-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 54020.64 USD Non-Financial Corporate P-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 5 75622.84 USD Non-Financial Corporate P-2 No