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 55 23262.78 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 31665.71 USD Other E-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 78406.50 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 31241.05 USD Other IG-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 52416.44 USD Other C-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 75513.13 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 60192.60 USD Other E-10 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 26183.57 USD Other E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 35507.15 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 61003.54 USD Other E-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 26209.62 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 4245.86 USD Other E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 43003.52 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 68366.43 USD Other E-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 83816.09 USD Other G-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 55008.09 USD Other IG-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 60276.83 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 4740.02 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 24336.57 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 2499.94 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 2931.91 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 26572.14 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 76841.02 USD Other L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 15955.72 USD Other L-11 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 43039.76 USD Other L-2 Yes Liberty International Finance Ltd.