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 13 60631.84 USD Other E-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 3735.59 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 67189.35 USD Other IG-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 17970.17 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 48760.80 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 17970.05 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 65304.36 USD Other IG-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 53366.79 USD Other IG-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 700.45 USD Other L-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 76150.96 USD Other L-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 69639.17 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 55406.99 USD Other L-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 24534.62 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 8874.09 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 3518.50 USD Other L-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 82276.12 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 21380.47 USD Other L-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 57186.48 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 35208.56 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 67618.84 USD Other LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 10172.60 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 47738.48 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 54093.96 USD Other N-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 29978.75 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 15027.07 USD Other N-4 No Liberty International Finance Ltd.