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 33 2936.27 USD Other E-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 26842.06 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 82929.45 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 59978.50 USD Other E-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 72716.04 USD Other E-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 27458.71 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 59107.90 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 51363.69 USD Other IG-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 26565.10 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 75322.95 USD Other IG-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 74960.34 USD Other IG-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 10231.50 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 84681.51 USD Other IG-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 52690.91 USD Other L-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 15694.67 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 56243.88 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 50819.06 USD Other L-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 57718.26 USD Other L-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 35906.27 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 60458.27 USD Other L-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 40856.07 USD Other L-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 879.12 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 56145.53 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 54492.60 USD Other L-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 54778.52 USD Other LC-1 Yes