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 41 64080.09 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 7266.42 USD Other Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 19540.85 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 66875.90 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 33598.46 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 62758.88 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 13823.81 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 27232.63 USD Other CB-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 35470.55 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 20192.71 USD Other CB-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 32906.76 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 79090.36 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 62448.44 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 27536.03 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 41852.06 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 35799.97 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 37048.08 USD Other IG-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 86679.73 USD Other S-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 50297.26 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 14780.72 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 75487.98 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 44345.32 USD Other S-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 27606.04 USD Other S-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 19146.80 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 66011.97 USD Other A-0-Q No Liberty Wealth Management LLC