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 54 79467.18 USD Retail G-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 81672.16 USD Retail IG-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 5310.61 USD Retail IG-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 34790.67 USD Retail S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 36148.59 USD Retail S-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 17307.21 USD Retail S-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 66347.44 USD Retail S-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 54828.74 USD Retail S-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 44107.50 USD Retail S-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 86165.52 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 47609.56 USD Retail A-0-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 34683.61 USD Retail A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 82353.94 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 3538.14 USD Retail A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 26241.14 USD Retail A-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 53319.94 USD Retail A-5-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 53251.28 USD Retail CB-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 15395.87 USD Retail CB-2-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 16246.03 USD Retail S-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 83804.94 USD Retail S-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 33577.58 USD Retail S-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 11303.55 USD Retail S-4-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 39242.50 USD Retail CB-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 61273.26 USD Retail G-1-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 69370.45 USD Retail G-2-Q No Liberty Mortgage Services Corp.