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 30 10672.44 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 75390.06 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 25832.80 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 56023.08 USD Other CB-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 44643.23 USD Other CB-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 52137.86 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 59477.63 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 43066.61 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 28179.44 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 42906.14 USD Other G-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 60151.72 USD Other G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 29838.58 USD Other IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 86123.65 USD Other IG-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 74398.28 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 70185.75 USD Other S-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 67566.04 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 56807.66 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 39120.82 USD Other S-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 41833.62 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 4474.01 USD Other S-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 642.72 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 7036.64 USD Other A-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 24116.81 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 66436.41 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 33056.84 USD Other A-4-Q Yes Liberty International Finance Ltd.