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 75 - 82 Days 26203.67 USD Retail N-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 59850.43 USD Retail N-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 84168.15 USD Retail N-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 52198.80 USD Retail N-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 68665.52 USD Retail N-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 26433.84 USD Retail N-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 4154.34 USD Retail N-7 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 68976.66 USD Retail P-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 68755.51 USD Retail P-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 85158.78 USD Retail S-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 61319.31 USD Retail Y-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 52880.47 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 47846.24 USD Retail Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 36505.46 USD Retail Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 63875.41 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 23125.92 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 59269.47 USD Retail A-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 83054.13 USD Retail A-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 69063.78 USD Retail A-5 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 20574.96 USD Retail CB-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 49677.58 USD Retail CB-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 57550.68 USD Retail CB-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 27229.84 USD Retail E-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 5230.21 USD Retail E-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 76457.50 USD Retail G-1 No