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 40 84760.10 USD Retail E-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 7258.92 USD Retail E-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 39254.23 USD Retail G-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 11626.41 USD Retail G-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 26259.15 USD Retail G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 22807.43 USD Retail IG-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 10423.11 USD Retail IG-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 78182.08 USD Retail S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 63359.23 USD Retail S-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 85107.80 USD Retail S-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 28163.39 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 18592.15 USD Retail S-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 53874.05 USD Retail S-6 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 30064.90 USD Retail S-7 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 85347.98 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 10004.11 USD Retail A-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 49777.61 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 41703.26 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 64644.05 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 55597.32 USD Retail A-5-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 71037.21 USD Retail CB-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 85941.85 USD Retail CB-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 63156.02 USD Retail S-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 11050.40 USD Retail S-2-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 41 60208.15 USD Retail S-3-Q Yes Liberty Mortgage Services Corp.