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 53 15034.04 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 42535.52 USD Retail A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 44970.98 USD Retail A-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 39872.34 USD Retail A-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 2390.32 USD Retail CB-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 9798.97 USD Retail CB-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 46381.57 USD Retail CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 63142.31 USD Retail E-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 37856.89 USD Retail E-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 73410.88 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 34187.39 USD Retail G-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 34771.17 USD Retail G-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 86879.53 USD Retail IG-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 17682.22 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 77707.50 USD Retail S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 16351.36 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 56363.19 USD Retail S-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 21061.32 USD Retail S-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 74535.12 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 59876.17 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 53 297.85 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 21587.07 USD Retail A-0-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 74397.30 USD Retail A-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 62070.22 USD Retail A-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 80534.30 USD Retail A-3-Q Yes