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 56 44096.62 USD Other E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 5183.43 USD Other E-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 12821.67 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 35070.53 USD Other G-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 68411.01 USD Other IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 3378.96 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 9106.26 USD Other IG-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 82839.66 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 26079.45 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 20145.93 USD Other IG-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 23418.34 USD Other L-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 14132.42 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 78685.27 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 85614.64 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 6628.13 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 79107.74 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 62668.46 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 70776.53 USD Other L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 702.84 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 66402.74 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 11022.33 USD Other L-9 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 41293.43 USD Other LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 74174.63 USD Other LC-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 28497.57 USD Other N-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 8378.51 USD Other N-2 Yes