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 44 18143.74 USD Other CB-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 52569.06 USD Other CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 78635.60 USD Other E-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 58634.95 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 8377.37 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65350.44 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 55502.84 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 22995.43 USD Other IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 11599.00 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 70457.84 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 36118.11 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65109.14 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 81033.91 USD Other S-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 84741.09 USD Other S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 6130.00 USD Other S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 17317.05 USD Other S-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 81712.31 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 27285.41 USD Other A-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 54054.33 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 53119.14 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 47737.92 USD Other A-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 79032.87 USD Other A-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 41227.26 USD Other CB-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 50122.36 USD Other CB-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 17929.38 USD Other S-1-Q Yes