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 91 - 120 Days 36095.05 USD Other G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 39776.92 USD Other IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 59599.28 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 84522.16 USD Other S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 69678.39 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 82071.97 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 24304.30 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 49826.52 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 81670.78 USD Other S-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 51909.85 USD Other S-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 31231.04 USD Other A-0-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 82249.54 USD Other A-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 80462.38 USD Other A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 43712.18 USD Other A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 23842.69 USD Other A-4-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 5121.12 USD Other A-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 70738.16 USD Other CB-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 70309.29 USD Other CB-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 25786.74 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 63021.47 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 37117.42 USD Other S-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 27861.29 USD Other S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 41591.08 USD Other CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 63623.23 USD Other G-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 81276.11 USD Other G-2-Q No