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 23 9267.13 USD Retail IG-7 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 18336.31 USD Retail IG-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 38551.29 USD Retail L-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 48812.95 USD Retail L-10 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 43839.34 USD Retail L-11 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 27954.90 USD Retail L-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 11378.42 USD Retail L-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 44386.94 USD Retail L-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 6407.49 USD Retail L-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 28809.89 USD Retail L-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 60299.25 USD Retail L-7 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 43662.58 USD Retail L-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 70740.81 USD Retail L-9 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 31807.93 USD Retail LC-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 83593.55 USD Retail LC-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 16855.81 USD Retail N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 39362.90 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 11955.92 USD Retail N-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 68887.55 USD Retail N-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 51983.85 USD Retail N-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 33703.89 USD Retail N-6 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 11297.38 USD Retail N-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 33779.48 USD Retail P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 69346.80 USD Retail P-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 23 28508.72 USD Retail S-8 No Liberty Capital Markets Inc.