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 48 8783.72 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 68987.24 USD Other A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 784.37 USD Other A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 67853.74 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 51043.83 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 81849.87 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 11319.05 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 29189.72 USD Other CB-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 47891.35 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 49171.10 USD Other E-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 48768.97 USD Other G-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 16827.57 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 28150.18 USD Other G-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 49319.63 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 33618.92 USD Other IG-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 31194.95 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 61450.62 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 17137.33 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 43991.39 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 83457.56 USD Other S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 66948.62 USD Other S-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 11308.48 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 52260.89 USD Other A-0-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 61428.59 USD Other A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 65156.72 USD Other A-2-Q No