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
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 82760.64 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 17151.47 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 11915.18 USD Other G-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 35151.37 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 9833.03 USD Other IG-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 75246.86 USD Other S-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 34737.77 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 54728.95 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 73647.74 USD Other S-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 6842.18 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 41108.06 USD Other S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 84895.46 USD Other S-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 48451.17 USD Other A-0-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 3786.63 USD Other A-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 78768.70 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 73976.88 USD Other A-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 51581.97 USD Other A-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 72695.76 USD Other A-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 21940.06 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 31334.89 USD Other CB-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 38182.74 USD Other S-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 60091.83 USD Other S-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 30267.84 USD Other S-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 26476.82 USD Other S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 31398.88 USD Other CB-3-Q Yes