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 2 78256.39 USD Retail S-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 37636.10 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 62318.32 USD Retail S-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 4707.97 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 4513.22 USD Retail S-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 75700.69 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 54538.76 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 73833.82 USD Retail A-0-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 48683.54 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 54302.47 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 28961.06 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 81591.19 USD Retail A-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 17646.08 USD Retail A-5-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 59410.97 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 25075.49 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 67356.21 USD Retail S-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 23090.74 USD Retail S-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 50421.88 USD Retail S-3-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 6495.81 USD Retail S-4-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 2096.41 USD Retail CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 61773.69 USD Retail G-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 86460.56 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 23193.30 USD Retail G-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 56307.22 USD Retail S-5-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 71336.72 USD Retail S-6-Q No