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 34 76753.19 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 40713.39 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 65012.79 USD Other L-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 51145.78 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 64915.27 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 61963.89 USD Other L-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 9732.68 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 5560.36 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 67486.33 USD Other L-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 80465.16 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 35569.06 USD Other L-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 54847.65 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 82547.22 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 36458.95 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 78298.17 USD Other LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 76491.76 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 58649.71 USD Other N-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 622.31 USD Other N-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 8607.09 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 70693.29 USD Other N-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 3514.81 USD Other N-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 14823.12 USD Other N-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 34521.13 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 1048.22 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 70767.32 USD Other S-8 No