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 18 24379.40 USD Other S-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 54506.15 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 81019.79 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 11999.53 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 24730.71 USD Other Y-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 50628.82 USD Other Z-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 17582.06 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 5872.47 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 13213.68 USD Other A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 63457.39 USD Other A-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 80032.62 USD Other CB-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 77444.20 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 783.92 USD Other CB-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 29368.85 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 35648.06 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 72522.48 USD Other G-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 20367.61 USD Other G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 28081.98 USD Other G-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 74419.16 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 4826.09 USD Other IG-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 25496.47 USD Other S-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 74373.27 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 38010.51 USD Other S-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 4819.56 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 70546.25 USD Other S-5 No Liberty Capital Markets Inc.