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 4 70094.54 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 78311.64 USD Retail A-5-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 54925.68 USD Retail CB-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 56326.65 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 7867.54 USD Retail S-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 56024.17 USD Retail S-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 18925.58 USD Retail S-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 53274.10 USD Retail S-4-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 18387.85 USD Retail CB-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 86005.53 USD Retail G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 40875.38 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 39466.41 USD Retail G-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 59541.50 USD Retail S-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 11186.12 USD Retail S-6-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 21465.12 USD Retail S-7-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 81434.76 USD Retail E-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 24945.99 USD Retail E-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 18508.60 USD Retail IG-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 81575.46 USD Retail IG-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 46984.25 USD Retail C-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 33383.89 USD Retail CB-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 80296.70 USD Retail E-10 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 3014.21 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 64692.04 USD Retail E-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 43320.20 USD Retail E-5 Yes Liberty Capital Markets Inc.