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 31 25605.87 USD Retail E-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 19268.43 USD Retail G-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 29180.57 USD Retail G-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 52353.06 USD Retail G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 83440.54 USD Retail IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 39487.42 USD Retail IG-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 9696.07 USD Retail S-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 28314.23 USD Retail S-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 75028.03 USD Retail S-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 38532.29 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 26810.62 USD Retail S-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 44980.62 USD Retail S-6 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 1146.30 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 73461.06 USD Retail A-0-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 6705.65 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 23633.90 USD Retail A-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 66867.18 USD Retail A-3-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 34793.55 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 83065.78 USD Retail A-5-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 14409.34 USD Retail CB-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 73232.67 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 56451.30 USD Retail S-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 664.19 USD Retail S-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 67117.73 USD Retail S-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 32 60310.89 USD Retail S-4-Q Yes Liberty International Finance Ltd.