Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.7: Net 30-Day Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 51406.53 USD Other A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 10836.52 USD Other A-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 75913.13 USD Other A-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 54779.60 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 5034.67 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 27085.59 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 22128.60 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 61106.07 USD Other E-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 85895.58 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 82729.67 USD Other G-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 17625.93 USD Other G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 36133.52 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 31059.41 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 62617.29 USD Other S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 12997.54 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 51130.61 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 67527.78 USD Other S-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 49735.84 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 35980.85 USD Other S-6 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >4 Yr <= 5 Yr 26168.47 USD Other S-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 22174.42 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 10349.39 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 85104.09 USD Other A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 52964.14 USD Other A-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 49696.43 USD Other A-4-Q No