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 43 83232.85 USD Retail S-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 54339.31 USD Retail S-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 26055.46 USD Retail S-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 64837.50 USD Retail S-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 16675.22 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 43 2786.80 USD Retail S-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 63374.90 USD Retail A-0-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 37931.89 USD Retail A-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 14185.51 USD Retail A-2-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 60399.87 USD Retail A-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 20851.20 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 12899.85 USD Retail A-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 72140.73 USD Retail CB-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 64577.48 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 75632.32 USD Retail S-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 4117.30 USD Retail S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 23582.89 USD Retail S-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 143.28 USD Retail S-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 34452.86 USD Retail CB-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 85498.65 USD Retail G-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 47209.13 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 30581.33 USD Retail G-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 34113.24 USD Retail S-5-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 18703.87 USD Retail S-6-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 44 54706.31 USD Retail S-7-Q Yes