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 29 51500.24 USD Other N-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 34866.37 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 84851.69 USD Other P-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 24440.89 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 71552.45 USD Other S-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 72131.65 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 61079.03 USD Other Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 66163.94 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 78003.98 USD Other Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 44781.75 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 78309.09 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 29934.24 USD Other A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 41344.99 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 77408.38 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 29710.72 USD Other CB-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 15287.31 USD Other CB-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 52356.33 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 2337.35 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 17992.64 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 3235.67 USD Other G-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 70153.56 USD Other G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 67454.70 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 50367.16 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 85377.89 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 82447.83 USD Other S-1 Yes Liberty Capital Markets Inc.