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 20 45491.33 USD Other IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 78955.67 USD Other IG-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 56168.47 USD Other IG-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 85209.67 USD Other IG-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 621.55 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 55187.29 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 48653.07 USD Other L-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 58493.11 USD Other L-10 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 42245.43 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 24611.78 USD Other L-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 43026.52 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 48270.53 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 5114.06 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 57941.51 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 75681.44 USD Other L-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 14253.50 USD Other L-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 45023.54 USD Other L-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 51454.54 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 9174.12 USD Other LC-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 25564.97 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 75757.17 USD Other N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 33825.60 USD Other N-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 10150.00 USD Other N-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 81193.89 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 36475.75 USD Other N-6 No Liberty International Finance Ltd.