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 >5 Yr 17495.84 USD Other IG-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 28845.04 USD Other IG-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 33464.16 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 59757.55 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 26833.92 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 21954.78 USD Other S-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 20568.62 USD Other S-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 63071.63 USD Other S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 1642.87 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 38473.42 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 29165.73 USD Other A-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 23829.23 USD Other A-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 74644.93 USD Other A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 39895.02 USD Other A-4-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 56021.29 USD Other A-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 36808.64 USD Other CB-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 53232.96 USD Other CB-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 64934.10 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 50758.46 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 25494.48 USD Other S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 60519.08 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 72120.32 USD Other CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 77798.30 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 20360.92 USD Other G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 2733.69 USD Other G-3-Q Yes Liberty Mortgage Services Corp.