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 14 33897.73 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 34987.28 USD Other A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 6789.65 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 21532.25 USD Other A-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 15139.06 USD Other CB-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 68965.13 USD Other CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 62876.02 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 69030.60 USD Other E-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 37071.52 USD Other E-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 51074.49 USD Other G-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 3969.35 USD Other G-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 45102.74 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 27622.56 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 43610.43 USD Other IG-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 25305.27 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 31835.17 USD Other S-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 65011.58 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 37588.97 USD Other S-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 23459.59 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 38056.50 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 67891.61 USD Other S-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 38066.84 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 24934.61 USD Other A-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 34316.48 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 57627.37 USD Other A-3-Q No Liberty Mortgage Services Corp.