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 57 39141.37 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 2698.77 USD Other S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 6222.50 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 37271.26 USD Other E-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 9275.21 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 14338.95 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 34772.58 USD Other IG-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 54840.92 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 58938.42 USD Other CB-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 66062.29 USD Other E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 23945.69 USD Other E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 83174.30 USD Other E-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 12965.38 USD Other E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 83662.61 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 44667.16 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 18266.59 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 19188.48 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 38589.89 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 6751.89 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 44819.74 USD Other IG-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 86718.87 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 81628.00 USD Other IG-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 17353.69 USD Other IG-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 51176.11 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 55193.75 USD Other L-1 Yes Liberty Mortgage Services Corp.