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 68 - 74 Days 12249.44 USD Other A-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 18778.39 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 53815.47 USD Other CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 41898.31 USD Other CB-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 14640.19 USD Other E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 33291.70 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 17648.06 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 82899.07 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 71549.87 USD Other G-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 82419.16 USD Other IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 2797.82 USD Other IG-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 85985.30 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 36227.07 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 6841.96 USD Other S-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 55860.85 USD Other S-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 33992.06 USD Other S-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 38844.59 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 43537.01 USD Other S-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 26755.44 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 41787.32 USD Other A-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 35078.99 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6994.65 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 51792.89 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 73931.42 USD Other A-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 74342.09 USD Other CB-1-Q Yes Liberty Wealth Management LLC