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 37 34372.72 USD Other A-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 43048.13 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 28697.14 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 59435.63 USD Other CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 65282.76 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 10114.85 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 2818.15 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 12184.30 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 67479.63 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 76953.96 USD Other IG-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 60115.37 USD Other IG-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 44667.73 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 49335.40 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 69419.85 USD Other S-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 23282.92 USD Other S-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 25616.54 USD Other S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 40633.21 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 64023.10 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 26240.74 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 28257.62 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 25394.08 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 8955.18 USD Other A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 31560.30 USD Other A-4-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 5248.27 USD Other A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 490.95 USD Other CB-1-Q No Liberty Capital Markets Inc.