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 10 23464.94 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 13266.62 USD Other E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 1310.10 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 56189.97 USD Other E-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 50065.31 USD Other E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 7605.87 USD Other E-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 76318.66 USD Other E-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 2237.28 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 834.49 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 30117.46 USD Other G-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 35106.08 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 25347.67 USD Other IG-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 80912.16 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 4674.21 USD Other IG-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 51795.24 USD Other IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 80919.88 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 22331.79 USD Other L-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 26611.16 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 55840.20 USD Other L-11 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 20107.35 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 11562.43 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 86731.26 USD Other L-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 69656.52 USD Other L-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 53331.56 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 4865.98 USD Other L-7 Yes Liberty Capital Markets Inc.