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 1 60077.47 USD Retail L-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 79429.49 USD Retail L-6 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 15549.42 USD Retail L-7 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 14736.03 USD Retail L-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 36386.77 USD Retail L-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 33673.02 USD Retail LC-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 11558.39 USD Retail LC-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 10062.13 USD Retail N-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 27890.22 USD Retail N-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 82791.01 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 80206.53 USD Retail N-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 77835.89 USD Retail N-5 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 1779.99 USD Retail N-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 76949.59 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 58115.15 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 45461.18 USD Retail P-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 63473.21 USD Retail S-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 29463.12 USD Retail Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 22978.41 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 34580.82 USD Retail Y-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 29760.46 USD Retail Y-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 58150.55 USD Retail Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 33824.85 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 72375.86 USD Retail A-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 44362.50 USD Retail A-4 No Liberty Wealth Management LLC