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 16 65179.69 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 79240.57 USD Other Y-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 79720.77 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 43166.62 USD Other A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 69109.36 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 82869.65 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 46639.69 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 16374.51 USD Other CB-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 2772.57 USD Other CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 32285.02 USD Other CB-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 19078.33 USD Other E-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 25531.29 USD Other E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 3498.95 USD Other G-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 56457.33 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 17407.89 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 80931.60 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 41740.27 USD Other IG-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 3925.78 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 70401.47 USD Other S-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 81911.06 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 46636.37 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 62383.49 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 48610.44 USD Other S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 2644.22 USD Other S-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 75804.96 USD Other A-0-Q No