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 22627.19 USD Retail IG-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 47385.72 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 33328.09 USD Retail S-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 39453.73 USD Retail S-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 68462.11 USD Retail S-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 22633.10 USD Retail S-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 39220.44 USD Retail S-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 27620.70 USD Retail S-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 6140.03 USD Retail A-0-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 7667.44 USD Retail A-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 21039.09 USD Retail A-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 14597.12 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 57162.95 USD Retail A-4-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 34401.23 USD Retail A-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 17466.18 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 36580.34 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 75509.52 USD Retail S-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 82313.37 USD Retail S-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 29355.45 USD Retail S-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 18742.40 USD Retail S-4-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 67746.93 USD Retail CB-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 67679.58 USD Retail G-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 25673.08 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 78638.39 USD Retail G-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 39777.26 USD Retail S-5-Q No