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 31 63615.56 USD Retail LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 64309.14 USD Retail LC-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 37546.65 USD Retail N-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 6186.76 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 14218.34 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 23658.96 USD Retail N-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 38149.55 USD Retail N-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 9353.09 USD Retail N-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 76528.32 USD Retail N-7 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 62218.13 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 36112.78 USD Retail P-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 84688.92 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 32409.19 USD Retail Y-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 68585.23 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 78559.26 USD Retail Y-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 39213.38 USD Retail Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 69421.27 USD Retail Z-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 46093.02 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 82162.23 USD Retail A-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 66240.02 USD Retail A-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 73073.39 USD Retail A-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 77035.20 USD Retail CB-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 38280.90 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 47579.90 USD Retail CB-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 44689.03 USD Retail E-1 No Liberty Capital Markets Inc.