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 38 48210.38 USD Other CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 32720.06 USD Other S-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 14655.44 USD Other S-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 4036.34 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 63731.50 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 70256.54 USD Other CB-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 39193.56 USD Other G-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 46453.30 USD Other G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 64739.70 USD Other G-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 34270.94 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 68275.32 USD Other S-6-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 37961.80 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 68194.05 USD Other E-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 54614.16 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 66448.22 USD Other IG-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 262.42 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 25427.61 USD Other C-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 3777.83 USD Other CB-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 19455.73 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 77107.01 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 1554.87 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 15857.95 USD Other E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 66379.99 USD Other E-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 51036.66 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 65970.06 USD Other E-8 No Liberty Capital Markets Inc.