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 49 38475.63 USD Other G-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 34671.41 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 33484.70 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 64212.20 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 44635.52 USD Other S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 36367.30 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 14011.53 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 86397.66 USD Other S-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 78680.07 USD Other S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 35177.90 USD Other S-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 14580.79 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 48740.78 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 18194.76 USD Other A-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 11318.45 USD Other A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 40527.18 USD Other A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 83723.04 USD Other A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 37026.54 USD Other A-5-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 70243.58 USD Other CB-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 13619.72 USD Other CB-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 68683.55 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 72326.18 USD Other S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 62990.71 USD Other S-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 12278.54 USD Other S-4-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 81075.68 USD Other CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 80395.84 USD Other G-1-Q Yes Liberty Capital Markets Inc.