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 Open 35834.35 USD Retail S-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 15219.66 USD Retail S-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 43715.76 USD Retail S-6 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 77423.98 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 11815.05 USD Retail A-0-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 27719.76 USD Retail A-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 18401.48 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 29771.53 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 33412.44 USD Retail A-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 11638.65 USD Retail A-5-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 1267.14 USD Retail CB-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 67614.58 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 10368.88 USD Retail S-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 63575.83 USD Retail S-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 19847.13 USD Retail S-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 22126.11 USD Retail S-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 68538.11 USD Retail CB-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 4909.43 USD Retail G-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 12409.74 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 59761.24 USD Retail G-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 44787.51 USD Retail S-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 51108.29 USD Retail S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 21138.30 USD Retail S-7-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 80061.39 USD Retail E-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 58447.20 USD Retail E-2-Q Yes Liberty Capital Markets Inc.