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 19 36450.87 USD Other CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 19970.66 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 73329.38 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 67612.97 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 22580.74 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 75822.70 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 16739.97 USD Other G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 13556.62 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 72242.63 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 27033.18 USD Other S-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 45354.92 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 12720.66 USD Other S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 37500.30 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 80018.98 USD Other S-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 58391.95 USD Other S-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 31183.11 USD Other S-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 84520.67 USD Other A-0-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 31341.43 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 8076.31 USD Other A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 34858.51 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 84898.66 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 46051.48 USD Other A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 73388.27 USD Other CB-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 8998.39 USD Other CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3850.89 USD Other S-1-Q No Liberty Wealth Management LLC