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 58 33259.82 USD Retail CB-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 23766.92 USD Retail CB-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 34359.54 USD Retail E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 59352.33 USD Retail E-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 35919.80 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 23320.16 USD Retail G-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 48704.46 USD Retail G-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 83017.97 USD Retail IG-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 77386.61 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 37694.29 USD Retail S-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 49806.94 USD Retail S-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 67463.36 USD Retail S-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 52100.82 USD Retail S-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 20540.10 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 60554.55 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 50594.22 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 2564.39 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 14312.55 USD Retail A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 71465.81 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 14339.92 USD Retail A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 47057.16 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 53517.23 USD Retail A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 9230.48 USD Retail CB-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 28290.65 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 59 36075.37 USD Retail S-1-Q Yes