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 39 83595.00 USD Retail IG-8 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 83721.82 USD Retail L-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 7840.21 USD Retail L-10 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 58971.81 USD Retail L-11 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 46382.45 USD Retail L-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 26109.15 USD Retail L-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 18648.01 USD Retail L-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 17067.21 USD Retail L-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 25721.05 USD Retail L-6 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 29949.59 USD Retail L-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 68934.34 USD Retail L-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 34000.41 USD Retail L-9 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 76075.01 USD Retail LC-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 46216.73 USD Retail LC-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 3228.50 USD Retail N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 28247.88 USD Retail N-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 6086.48 USD Retail N-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 67214.74 USD Retail N-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 24436.61 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 30468.95 USD Retail N-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 37692.69 USD Retail N-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 29144.81 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 27571.69 USD Retail P-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 2994.52 USD Retail S-8 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 20368.13 USD Retail Y-1 No Liberty International Finance Ltd.