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 38 77790.99 USD Retail N-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 54838.25 USD Retail N-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 32941.97 USD Retail N-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 33109.31 USD Retail N-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 34828.12 USD Retail N-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 47311.36 USD Retail N-6 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 32860.78 USD Retail N-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 15557.17 USD Retail P-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 60583.84 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 23172.43 USD Retail S-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 74498.46 USD Retail Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 6.04 USD Retail Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 78964.48 USD Retail Y-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 26420.06 USD Retail Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 24777.47 USD Retail Z-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 75359.09 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 22301.12 USD Retail A-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 69801.46 USD Retail A-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 50576.53 USD Retail A-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 83101.75 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 45663.24 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 77416.98 USD Retail CB-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 47723.13 USD Retail E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 34254.86 USD Retail E-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 38 46148.70 USD Retail G-1 No