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 Day 4 81303.19 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 61605.09 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 57005.86 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 24592.20 USD Other S-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 34471.77 USD Other CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 68624.02 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 23235.46 USD Other G-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 40352.31 USD Other G-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 62178.58 USD Other S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 73995.64 USD Other S-6-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 70769.99 USD Other S-7-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 39731.85 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 20003.63 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 24482.53 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 12093.13 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 70739.95 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 8916.12 USD Other CB-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 31631.90 USD Other E-10 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 76291.96 USD Other E-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 74317.96 USD Other E-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 79040.74 USD Other E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 50353.68 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 19246.40 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 58770.39 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 11492.54 USD Other E-9 Yes Liberty Wealth Management LLC