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 11 74341.12 USD Other S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 62377.78 USD Other S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 49700.24 USD Other CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 50306.66 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 11221.79 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 58751.00 USD Other G-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 65151.15 USD Other S-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 10714.39 USD Other S-6-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 67537.48 USD Other S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 83472.80 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 28301.58 USD Other E-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 47352.86 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 14007.48 USD Other IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 64392.15 USD Other C-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 53109.17 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 3034.39 USD Other E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 33209.24 USD Other E-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 40608.06 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 74015.04 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 72857.45 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 22216.77 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 76017.09 USD Other E-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 2465.56 USD Other E-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 78056.72 USD Other G-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 69028.70 USD Other IG-3 No