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 45618.33 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 19639.73 USD Other CB-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 46954.03 USD Other CB-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 60983.84 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 11077.98 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 83131.05 USD Other G-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 30233.89 USD Other G-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 26761.89 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 82063.06 USD Other IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 78620.42 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 78928.70 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 86953.92 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 67072.29 USD Other S-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 30625.35 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 36417.43 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 27943.77 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 15847.89 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 70481.46 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 66967.98 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 7968.35 USD Other A-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 86685.64 USD Other A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 54561.69 USD Other A-4-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 21374.38 USD Other A-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 51760.37 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 368.72 USD Other CB-2-Q No Liberty Mortgage Services Corp.