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
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 37980.32 USD Other IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 71024.63 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 50798.93 USD Other CB-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 17138.05 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 67049.11 USD Other E-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 77622.68 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 55872.55 USD Other E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 79425.98 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 34933.97 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 1996.62 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 41132.75 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 12554.66 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 36109.95 USD Other IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 41683.86 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 38832.97 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 17432.35 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 69469.08 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 11335.82 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 63979.68 USD Other L-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 78944.04 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 16124.61 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 10778.15 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 77890.77 USD Other L-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 68069.97 USD Other L-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 44188.27 USD Other L-5 Yes Liberty Capital Markets Inc.