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 30 40080.25 USD Retail L-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 17049.96 USD Retail L-10 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 22118.92 USD Retail L-11 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 37799.17 USD Retail L-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 3140.11 USD Retail L-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 7264.63 USD Retail L-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 61328.85 USD Retail L-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 86652.78 USD Retail L-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 35832.36 USD Retail L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 27024.77 USD Retail L-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 67499.55 USD Retail L-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 10229.06 USD Retail LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 67840.76 USD Retail LC-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 81240.75 USD Retail N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 49288.92 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 6221.08 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 1581.26 USD Retail N-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 84454.77 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 19734.99 USD Retail N-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 44681.75 USD Retail N-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 68056.19 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 67619.62 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 49844.37 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 5332.06 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 30 49021.86 USD Retail Y-2 Yes