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 28 44683.27 USD Other IG-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 29703.88 USD Other C-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 52516.25 USD Other CB-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 41285.11 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 47211.92 USD Other E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 32273.52 USD Other E-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 70613.88 USD Other E-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 83105.22 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 30500.85 USD Other E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 79683.86 USD Other E-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 34626.35 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 49812.19 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 12258.21 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 71763.20 USD Other IG-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 67720.78 USD Other IG-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 44675.98 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 39326.10 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 1511.71 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 56286.47 USD Other L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 30316.99 USD Other L-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 29299.41 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 79923.85 USD Other L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 80587.43 USD Other L-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 39860.13 USD Other L-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 28 12549.38 USD Other L-5 No