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 58 11958.97 USD Other LC-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 23594.55 USD Other N-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 4036.54 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 56147.22 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 77840.25 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 25779.73 USD Other N-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 15996.79 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 20988.07 USD Other N-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 15593.41 USD Other P-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 35821.75 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 618.19 USD Other S-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 29983.27 USD Other Y-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 14760.37 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 40496.79 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 56003.06 USD Other Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 36560.78 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 2644.64 USD Other A-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 80585.99 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 31109.21 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 8542.55 USD Other A-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 74930.63 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 69889.01 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 17324.79 USD Other CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 52701.93 USD Other E-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 39924.87 USD Other E-2 No Liberty Capital Markets Inc.