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 67062.48 USD Other N-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 50017.49 USD Other N-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 70838.67 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 50434.62 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 3370.39 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 9811.90 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 83413.96 USD Other Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 67797.64 USD Other Y-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 13301.27 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 4543.64 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 34429.83 USD Other A-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 26649.69 USD Other A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 30756.35 USD Other A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 49756.94 USD Other A-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 44947.79 USD Other CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 84279.36 USD Other CB-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 5459.93 USD Other CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 22505.98 USD Other E-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 67812.46 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 55458.56 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 68629.33 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 38344.47 USD Other G-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 9807.11 USD Other IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 18254.81 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 74497.28 USD Other S-1 Yes