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 8 19012.81 USD Retail L-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 75152.31 USD Retail L-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 2952.16 USD Retail L-9 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 78227.36 USD Retail LC-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 67546.56 USD Retail LC-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 19205.52 USD Retail N-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 14185.81 USD Retail N-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 17921.23 USD Retail N-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 6915.37 USD Retail N-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 5813.90 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 64683.23 USD Retail N-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 30469.15 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 21731.81 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 62385.62 USD Retail P-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 6466.90 USD Retail S-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 32140.00 USD Retail Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 36482.55 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 79644.18 USD Retail Y-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 21728.81 USD Retail Y-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 381.55 USD Retail Z-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 3881.83 USD Retail A-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 17886.12 USD Retail A-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 24888.55 USD Retail A-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 33106.08 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 40129.51 USD Retail CB-1 Yes Liberty International Finance Ltd.