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 55443.54 USD Retail N-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 61078.94 USD Retail N-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 45864.99 USD Retail N-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 16613.30 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 40648.97 USD Retail N-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 57605.02 USD Retail N-7 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 76733.47 USD Retail P-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 21258.50 USD Retail P-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 71876.24 USD Retail S-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 8346.07 USD Retail Y-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 56691.72 USD Retail Y-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 62991.90 USD Retail Y-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 85184.90 USD Retail Y-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 71367.41 USD Retail Z-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 42650.71 USD Retail A-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 59431.00 USD Retail A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 86272.02 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 41018.49 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 14012.93 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 24866.36 USD Retail CB-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 83844.87 USD Retail CB-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 3889.80 USD Retail E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 60571.53 USD Retail E-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 72385.77 USD Retail G-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 4 42933.24 USD Retail G-2 Yes