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 4 15054.48 USD Other S-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 17641.30 USD Other S-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 46263.35 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 18500.79 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 48496.37 USD Other S-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 4 57535.64 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 86143.23 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 44658.11 USD Other A-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 23347.38 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 41263.38 USD Other A-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 70816.65 USD Other A-4-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 16901.13 USD Other A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 57081.71 USD Other CB-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 60839.35 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 13946.19 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 5377.29 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 36976.13 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 25140.65 USD Other S-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 42901.99 USD Other CB-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 71770.07 USD Other G-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 39238.25 USD Other G-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 1908.63 USD Other G-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 20588.45 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 6837.19 USD Other S-6-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 26964.95 USD Other S-7-Q Yes