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 151 - 179 Days 18889.46 USD Retail L-6 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 30110.22 USD Retail L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 34208.11 USD Retail L-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 41751.16 USD Retail L-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 6992.50 USD Retail LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 46695.14 USD Retail LC-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 16930.30 USD Retail N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 60396.86 USD Retail N-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 23463.82 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 62985.20 USD Retail N-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 46499.90 USD Retail N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63428.17 USD Retail N-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 16461.10 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 37416.67 USD Retail P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 70221.94 USD Retail P-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 44725.82 USD Retail S-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 19398.92 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 54749.24 USD Retail Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 2545.25 USD Retail Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 1761.39 USD Retail Y-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 77226.40 USD Retail Z-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 48137.35 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 82941.58 USD Retail A-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 61132.60 USD Retail A-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 47860.25 USD Retail A-5 Yes