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 48 10387.84 USD Retail Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 43427.32 USD Retail Y-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 74471.17 USD Retail Y-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 67114.30 USD Retail Y-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 27929.77 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 8265.77 USD Retail A-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 27312.81 USD Retail A-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 32281.42 USD Retail A-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 23351.60 USD Retail A-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 77848.49 USD Retail CB-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 78251.19 USD Retail CB-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 83869.04 USD Retail CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 66010.49 USD Retail E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 25520.45 USD Retail E-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 28442.48 USD Retail G-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 71968.72 USD Retail G-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 58084.29 USD Retail G-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 2220.19 USD Retail IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 19763.21 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 49047.29 USD Retail S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 28598.73 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 77059.92 USD Retail S-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 16198.93 USD Retail S-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 84801.14 USD Retail S-5 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 46075.56 USD Retail S-6 Yes Liberty Mortgage Services Corp.