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 29 11251.60 USD Retail A-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 25875.67 USD Retail A-5-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 59581.65 USD Retail CB-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 72816.22 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 83545.36 USD Retail S-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 35988.43 USD Retail S-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 17118.64 USD Retail S-3-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 62536.65 USD Retail S-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 59890.22 USD Retail CB-3-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 53114.22 USD Retail G-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 52645.56 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 86424.75 USD Retail G-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 65022.57 USD Retail S-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 37557.14 USD Retail S-6-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 72999.86 USD Retail S-7-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 2309.37 USD Retail E-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 10161.92 USD Retail E-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 58969.10 USD Retail IG-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 4034.56 USD Retail IG-2-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 11649.37 USD Retail C-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 20595.08 USD Retail CB-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 41316.51 USD Retail E-10 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 48979.04 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 36182.08 USD Retail E-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 29 53275.21 USD Retail E-5 Yes