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 35 19226.67 USD Retail L-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 75914.23 USD Retail L-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 14251.02 USD Retail L-6 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 75418.18 USD Retail L-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 65194.55 USD Retail L-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 27845.15 USD Retail L-9 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 67059.78 USD Retail LC-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 70749.61 USD Retail LC-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 80438.17 USD Retail N-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 81472.55 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 13599.48 USD Retail N-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 44210.59 USD Retail N-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 85162.42 USD Retail N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 64408.01 USD Retail N-6 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 32697.30 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 58349.84 USD Retail P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 63102.52 USD Retail P-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 40186.83 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 22421.31 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 64474.98 USD Retail Y-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 4796.79 USD Retail Y-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 10753.10 USD Retail Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 77082.39 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 28535.71 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 35 3681.05 USD Retail A-3 Yes