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 21 79849.43 USD Retail L-10 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 79290.03 USD Retail L-11 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 25128.95 USD Retail L-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 79863.62 USD Retail L-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 6751.92 USD Retail L-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 64236.87 USD Retail L-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 25211.84 USD Retail L-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 19837.74 USD Retail L-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 18680.51 USD Retail L-8 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 45759.24 USD Retail L-9 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 78998.22 USD Retail LC-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 50406.76 USD Retail LC-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 50753.00 USD Retail N-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 53671.41 USD Retail N-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 74579.21 USD Retail N-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 47189.46 USD Retail N-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 9392.37 USD Retail N-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 57163.46 USD Retail N-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 47108.65 USD Retail N-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 75991.26 USD Retail P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 78834.03 USD Retail P-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 25733.42 USD Retail S-8 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 68139.17 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 10128.85 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 21 67126.52 USD Retail Y-3 Yes Liberty Wealth Management LLC