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 44 8124.41 USD Retail A-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 15951.49 USD Retail A-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 22857.57 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 494.62 USD Retail CB-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 19814.45 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 59117.93 USD Retail CB-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 55630.09 USD Retail E-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 76985.21 USD Retail E-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 75209.61 USD Retail G-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 43158.51 USD Retail G-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 13714.64 USD Retail G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 76177.65 USD Retail IG-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 20275.72 USD Retail IG-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 73037.48 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 41810.49 USD Retail S-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 64514.35 USD Retail S-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 28749.64 USD Retail S-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 1043.34 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 26994.39 USD Retail S-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 57999.50 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 30119.81 USD Retail A-0-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 72989.63 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 67002.70 USD Retail A-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 26070.75 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 22179.88 USD Retail A-4-Q Yes