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 6 32650.16 USD Other N-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 16556.03 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 524.98 USD Other N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 53951.80 USD Other N-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 5248.40 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 12958.35 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 84720.38 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 71546.03 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 7669.49 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 64469.00 USD Other Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 22445.16 USD Other Y-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 32711.89 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 17675.17 USD Other Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 58931.12 USD Other A-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 6838.78 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 10538.17 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 3352.84 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 59553.28 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 76870.92 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 18418.58 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 14341.71 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 47580.84 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 50095.82 USD Other G-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 79698.73 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 83721.43 USD Other G-3 Yes Liberty Capital Markets Inc.