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 2 18164.50 USD Retail CB-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 40555.75 USD Retail S-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 64413.98 USD Retail S-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 77087.63 USD Retail S-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 54402.67 USD Retail S-4-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 36042.38 USD Retail CB-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 5956.97 USD Retail G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 12565.35 USD Retail G-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 13744.50 USD Retail G-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 14718.55 USD Retail S-5-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 64765.87 USD Retail S-6-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 71119.84 USD Retail S-7-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 16768.57 USD Retail E-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 57135.14 USD Retail E-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 70172.72 USD Retail IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 23384.88 USD Retail IG-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 56424.80 USD Retail C-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 20605.60 USD Retail CB-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 4797.32 USD Retail E-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 66312.83 USD Retail E-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 47448.42 USD Retail E-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 84456.50 USD Retail E-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 5181.52 USD Retail E-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 9091.06 USD Retail E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 2 41260.40 USD Retail E-8 Yes