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 37 65789.92 USD Retail L-11 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 34065.35 USD Retail L-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 25853.54 USD Retail L-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 78302.92 USD Retail L-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 38521.34 USD Retail L-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 58846.17 USD Retail L-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 27850.96 USD Retail L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 73854.45 USD Retail L-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 82570.52 USD Retail L-9 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 15327.38 USD Retail LC-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 20961.04 USD Retail LC-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 84018.45 USD Retail N-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 72814.90 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 37423.14 USD Retail N-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 24129.15 USD Retail N-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 35305.27 USD Retail N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 61330.91 USD Retail N-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 84386.42 USD Retail N-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 82380.18 USD Retail P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 70071.66 USD Retail P-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 58134.60 USD Retail S-8 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 70137.10 USD Retail Y-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 35903.99 USD Retail Y-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 60777.85 USD Retail Y-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 37 37516.04 USD Retail Y-4 No Liberty Capital Markets Inc.