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 14 32964.01 USD Other S-7-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 7333.81 USD Other E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 46767.89 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 52596.19 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 13024.34 USD Other IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 68202.79 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 39252.00 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 79701.84 USD Other E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 9915.78 USD Other E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 35751.88 USD Other E-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 52892.03 USD Other E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 36608.45 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 10905.42 USD Other E-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 28906.71 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 6976.49 USD Other E-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 46741.62 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 26715.85 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 79794.34 USD Other IG-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 79393.62 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 86448.41 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 23514.31 USD Other IG-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 30070.65 USD Other IG-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 85629.90 USD Other L-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 69478.55 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 72802.97 USD Other L-11 No Liberty International Finance Ltd.