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 41 14851.35 USD Retail IG-5 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 68519.80 USD Retail IG-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 17614.60 USD Retail IG-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 54239.10 USD Retail IG-8 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 69853.80 USD Retail L-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 67971.48 USD Retail L-10 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 40695.73 USD Retail L-11 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 46865.10 USD Retail L-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 85032.49 USD Retail L-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 36461.12 USD Retail L-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 61234.05 USD Retail L-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 23528.22 USD Retail L-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 64989.60 USD Retail L-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 79656.76 USD Retail L-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 1435.80 USD Retail L-9 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 43355.89 USD Retail LC-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 31236.82 USD Retail LC-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 86549.02 USD Retail N-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 45941.27 USD Retail N-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 34537.45 USD Retail N-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 85891.11 USD Retail N-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 38422.90 USD Retail N-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 60313.20 USD Retail N-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 28309.26 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 10662.19 USD Retail P-1 Yes Liberty International Finance Ltd.