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 15755.86 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 86693.98 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 43643.58 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 59366.52 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 86650.62 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 1661.18 USD Other G-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 69811.56 USD Other IG-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 49160.09 USD Other IG-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 73000.13 USD Other S-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 11943.34 USD Other S-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 38337.22 USD Other S-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 39092.62 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 17699.41 USD Other S-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 80535.09 USD Other S-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 10 30765.60 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 2967.50 USD Other A-0-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 9959.13 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 20151.44 USD Other A-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 53978.93 USD Other A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 19150.85 USD Other A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 69549.60 USD Other A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 78167.84 USD Other CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 37260.82 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 57537.73 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 3132.53 USD Other S-2-Q Yes Liberty Wealth Management LLC