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 59 704.79 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 58291.69 USD Other IG-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 61253.29 USD Other L-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 17544.59 USD Other L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 81868.16 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 12663.55 USD Other L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 66817.53 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 41204.84 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 29002.58 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 42416.14 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 37608.18 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 7522.84 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 12369.52 USD Other L-9 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 41207.53 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 45268.76 USD Other LC-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 9277.68 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 79244.01 USD Other N-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 15962.23 USD Other N-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 86879.36 USD Other N-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 69197.00 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 42834.63 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 75436.51 USD Other N-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 49624.65 USD Other P-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 47386.80 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 41335.96 USD Other S-8 Yes