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 Perpetual 86095.19 USD Other Y-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 58626.65 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 85958.21 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 36768.49 USD Other A-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 54494.40 USD Other A-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 84820.25 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 79021.16 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 21780.93 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 58905.62 USD Other CB-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 39865.59 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 28519.40 USD Other E-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 60524.64 USD Other G-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 45235.05 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 15738.29 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 32048.70 USD Other IG-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 30512.23 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 79822.33 USD Other S-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 54100.92 USD Other S-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 63136.92 USD Other S-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 19904.51 USD Other S-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 4977.19 USD Other S-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 80639.84 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables Perpetual 21589.98 USD Other S-7 No Liberty Mortgage Services Corp.