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 33 7878.97 USD Retail CB-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 46720.06 USD Retail CB-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 485.17 USD Retail E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 19565.34 USD Retail E-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 33545.47 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 32292.79 USD Retail G-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 44357.19 USD Retail G-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 74948.10 USD Retail IG-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 84573.19 USD Retail IG-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 17478.60 USD Retail S-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 54870.43 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 71096.91 USD Retail S-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 39110.82 USD Retail S-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 76734.08 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 53813.30 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 9955.99 USD Retail S-7 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 52822.62 USD Retail A-0-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 36621.18 USD Retail A-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 51895.88 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 32107.57 USD Retail A-3-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 10751.62 USD Retail A-4-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 68497.51 USD Retail A-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 61791.83 USD Retail CB-1-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 54675.37 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 34 30061.06 USD Retail S-1-Q Yes