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 5 35851.31 USD Other A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 29147.35 USD Other A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 73043.55 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 85762.16 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 4098.77 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 82514.34 USD Other CB-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 21215.84 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 7115.77 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 22046.72 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 67977.33 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 55163.64 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 32635.74 USD Other IG-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 25627.70 USD Other IG-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 21926.45 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 63443.60 USD Other S-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 84415.78 USD Other S-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 22788.37 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 57178.73 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 18041.92 USD Other S-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 5 37921.19 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 27525.70 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 37918.00 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 30138.61 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 8084.87 USD Other A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 51444.58 USD Other A-4-Q No Liberty Capital Markets Inc.