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 61 - 67 Days 5865.67 USD Retail CB-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 3942.20 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 82952.09 USD Retail S-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 2440.38 USD Retail S-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 39087.99 USD Retail S-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 56244.24 USD Retail S-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 69105.87 USD Retail CB-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 67941.85 USD Retail G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 38136.23 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 3224.97 USD Retail G-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 70729.18 USD Retail S-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 86236.03 USD Retail S-6-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 10987.52 USD Retail S-7-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 52050.00 USD Retail E-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 2507.95 USD Retail E-2-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 24547.84 USD Retail IG-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21239.34 USD Retail IG-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 46415.47 USD Retail C-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 46312.00 USD Retail CB-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 26517.10 USD Retail E-10 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 53472.80 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 79140.64 USD Retail E-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 35401.00 USD Retail E-5 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 29928.57 USD Retail E-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 1843.22 USD Retail E-7 No