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 68 - 74 Days 82867.72 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 7765.31 USD Retail A-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 16999.35 USD Retail A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 15704.90 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 11135.53 USD Retail A-5 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 82215.07 USD Retail CB-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 2072.82 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 35021.65 USD Retail CB-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 31364.24 USD Retail E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 65307.99 USD Retail E-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 84201.75 USD Retail G-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 34382.28 USD Retail G-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 61814.62 USD Retail G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 35764.67 USD Retail IG-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 45582.67 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 69274.28 USD Retail S-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 21888.99 USD Retail S-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 76866.77 USD Retail S-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 79357.53 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 46874.64 USD Retail S-5 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 2407.14 USD Retail S-6 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 57294.37 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 22462.19 USD Retail A-0-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 43883.03 USD Retail A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 85711.50 USD Retail A-2-Q Yes Liberty International Finance Ltd.