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 Day 28 79782.67 USD Retail L-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 81259.21 USD Retail L-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 53864.79 USD Retail L-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 33410.80 USD Retail L-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 244.22 USD Retail L-6 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 46974.53 USD Retail L-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 83671.98 USD Retail L-8 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 65157.25 USD Retail L-9 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 39960.32 USD Retail LC-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 66889.98 USD Retail LC-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 86209.62 USD Retail N-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 44965.42 USD Retail N-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 13008.42 USD Retail N-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 67165.55 USD Retail N-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 17869.98 USD Retail N-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 510.23 USD Retail N-6 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 51304.35 USD Retail N-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 22036.40 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 20987.13 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 36295.39 USD Retail S-8 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 8214.49 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 18162.63 USD Retail Y-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 19058.93 USD Retail Y-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 43580.63 USD Retail Y-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 28 328.98 USD Retail Z-1 Yes Liberty Capital Markets Inc.