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
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 60611.71 USD Retail Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 19379.14 USD Retail Y-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 27184.23 USD Retail Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 7570.55 USD Retail A-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 80436.00 USD Retail A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 19840.83 USD Retail A-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 27121.54 USD Retail A-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 7621.06 USD Retail CB-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 23122.26 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 8499.09 USD Retail CB-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 18213.83 USD Retail E-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 18146.42 USD Retail E-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 13177.92 USD Retail G-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 9023.29 USD Retail G-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 62731.11 USD Retail G-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 51569.20 USD Retail IG-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 45622.27 USD Retail IG-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 57688.14 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 16630.70 USD Retail S-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 15877.87 USD Retail S-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 17167.90 USD Retail S-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 41199.37 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 83521.36 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 21452.30 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 4058.04 USD Retail A-0-Q Yes