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 52 62397.37 USD Other P-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 7719.66 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 39058.31 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 6125.82 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 79877.92 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 66791.30 USD Other Y-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 12057.87 USD Other Z-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 56731.22 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 45700.31 USD Other A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 19997.21 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 3210.11 USD Other A-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 36966.13 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 62264.90 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 44914.83 USD Other CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 49264.99 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 73753.15 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 33434.43 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 5498.51 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 59243.76 USD Other G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 70812.92 USD Other IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 85878.41 USD Other IG-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 65443.53 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 42004.26 USD Other S-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 26431.99 USD Other S-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 40965.00 USD Other S-4 No Liberty Wealth Management LLC