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
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 80946.79 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 59740.51 USD Retail S-7 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 24261.99 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 44879.83 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 64325.17 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 67759.40 USD Retail A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 15586.46 USD Retail A-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 22208.38 USD Retail A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 44634.25 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 39922.68 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 28483.69 USD Retail S-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 57380.55 USD Retail S-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 13510.33 USD Retail S-3-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 80831.41 USD Retail S-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 28153.32 USD Retail CB-3-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 11963.96 USD Retail G-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 216.39 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 41948.31 USD Retail G-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 36392.83 USD Retail S-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 15144.88 USD Retail S-6-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 16153.14 USD Retail S-7-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 22498.79 USD Retail E-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 71579.15 USD Retail E-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 17034.67 USD Retail IG-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 33 51675.88 USD Retail IG-2-Q No