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 3 20811.88 USD Retail L-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 82754.65 USD Retail L-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 14626.86 USD Retail L-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 8751.78 USD Retail L-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 19066.01 USD Retail L-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 17693.59 USD Retail L-7 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 78416.66 USD Retail L-8 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 80210.80 USD Retail L-9 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 57950.49 USD Retail LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 29445.53 USD Retail LC-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 61378.28 USD Retail N-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 55634.62 USD Retail N-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 71989.88 USD Retail N-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 68104.82 USD Retail N-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 36305.49 USD Retail N-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 78543.18 USD Retail N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 78218.98 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 25972.59 USD Retail P-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 17967.44 USD Retail P-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 59907.06 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 79112.75 USD Retail Y-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 86749.84 USD Retail Y-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 65860.88 USD Retail Y-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 39048.67 USD Retail Y-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 3 33972.38 USD Retail Z-1 Yes Liberty International Finance Ltd.