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 27 77296.43 USD Other S-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 7098.59 USD Other CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 49813.93 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 14664.88 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 37540.04 USD Other G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 72677.11 USD Other S-5-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 86163.99 USD Other S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 44856.95 USD Other S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 75758.38 USD Other E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 13084.60 USD Other E-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 20407.14 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 67510.65 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 10420.25 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 44999.97 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 49091.64 USD Other E-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 35999.67 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 69673.28 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 16366.64 USD Other E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 10010.15 USD Other E-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 63802.82 USD Other E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 68211.31 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 44713.25 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 32151.90 USD Other G-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 5687.41 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 58647.55 USD Other IG-4 Yes