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 15 57948.91 USD Other E-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 1261.23 USD Other E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 12875.66 USD Other E-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 41752.51 USD Other E-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 48399.55 USD Other G-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 40477.85 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 2937.16 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 53307.69 USD Other IG-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 76902.18 USD Other IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 28299.27 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 30815.29 USD Other IG-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 15868.79 USD Other L-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 85389.48 USD Other L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 30065.67 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 14933.02 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 68740.52 USD Other L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 56368.83 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 18744.14 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 77396.53 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 10873.27 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 16325.28 USD Other L-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 19934.13 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 1979.71 USD Other LC-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 2236.53 USD Other LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 16323.79 USD Other N-1 Yes