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 59 73690.59 USD Other G-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 75076.17 USD Other G-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 85538.92 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 7578.39 USD Other S-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 60297.71 USD Other S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 25176.10 USD Other S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 63544.43 USD Other E-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 28261.25 USD Other E-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 59086.08 USD Other IG-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 58797.66 USD Other IG-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 3565.69 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 22268.12 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 84320.63 USD Other E-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 67036.61 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 15549.79 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 21946.37 USD Other E-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 27413.21 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 21863.94 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 39561.12 USD Other E-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 25218.50 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 63515.23 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 16653.24 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 2969.76 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 31822.78 USD Other IG-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 36932.80 USD Other IG-6 No