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 28 14132.51 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 30840.24 USD Other CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 52316.64 USD Other CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 18411.31 USD Other E-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 73094.99 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 14849.87 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 33541.92 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 66808.62 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 10106.84 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 83126.35 USD Other IG-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 66229.31 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 76395.52 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 65305.01 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 56797.41 USD Other S-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 56897.61 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 66544.66 USD Other S-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 78470.83 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 37318.10 USD Other A-0-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 55943.40 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 86312.24 USD Other A-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 38219.00 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 12019.39 USD Other A-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 63195.30 USD Other A-5-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 77136.26 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 8058.57 USD Other CB-2-Q No