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 45 82245.80 USD Retail N-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 72289.77 USD Retail N-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 68701.18 USD Retail N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 24004.20 USD Retail N-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 77539.26 USD Retail N-7 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 72336.81 USD Retail P-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 8296.30 USD Retail P-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 42320.97 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 48286.06 USD Retail Y-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 20614.48 USD Retail Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 16713.86 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 10041.32 USD Retail Y-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 66747.89 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 11107.89 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 1175.57 USD Retail A-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 24047.84 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 81566.82 USD Retail A-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 59201.81 USD Retail CB-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 51218.48 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 45665.44 USD Retail CB-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 15679.83 USD Retail E-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 16854.98 USD Retail E-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 63134.13 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 74127.61 USD Retail G-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 45 62087.61 USD Retail G-3 Yes Liberty Mortgage Services Corp.