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 42 31496.90 USD Retail CB-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 71889.20 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 72049.91 USD Retail CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 24999.16 USD Retail E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 2349.40 USD Retail E-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 62082.61 USD Retail G-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 37263.26 USD Retail G-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 86771.96 USD Retail G-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 28573.02 USD Retail IG-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 54201.99 USD Retail IG-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 66949.55 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 27797.95 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 59245.27 USD Retail S-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 59104.82 USD Retail S-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 3440.97 USD Retail S-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 80643.47 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 42 50486.44 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 24347.13 USD Retail A-0-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 53887.51 USD Retail A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 69672.18 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 56621.33 USD Retail A-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 69162.58 USD Retail A-4-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 44410.19 USD Retail A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 49872.61 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 33751.65 USD Retail CB-2-Q Yes