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 57 26956.92 USD Retail S-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 57 85997.86 USD Retail S-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 84344.45 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 78228.21 USD Retail A-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 69086.21 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 26157.11 USD Retail A-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 41236.50 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 35456.85 USD Retail A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 29360.96 USD Retail CB-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 81589.23 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 50515.27 USD Retail S-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 14193.32 USD Retail S-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 79577.31 USD Retail S-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 15298.38 USD Retail S-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 7806.10 USD Retail CB-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 30676.64 USD Retail G-1-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 58511.09 USD Retail G-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 74053.47 USD Retail G-3-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 9863.22 USD Retail S-5-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 645.67 USD Retail S-6-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 989.36 USD Retail S-7-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 66781.72 USD Retail E-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 31777.27 USD Retail E-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 26956.22 USD Retail IG-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 58 4852.59 USD Retail IG-2-Q Yes