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 42 50944.06 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 51022.54 USD Other G-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 16083.14 USD Other G-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 22118.10 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 58350.87 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 71383.51 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 71932.78 USD Other S-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 33717.96 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 84016.01 USD Other S-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 35293.98 USD Other S-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 49582.78 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 171.31 USD Other S-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 28636.53 USD Other S-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 39176.96 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 11802.62 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 47220.34 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 47102.14 USD Other A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 58039.79 USD Other A-4-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 42706.32 USD Other A-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 18687.21 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 77345.62 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 21212.96 USD Other S-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 12292.35 USD Other S-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 18370.24 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 46099.94 USD Other S-4-Q Yes