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 83 - 90 Days 86356.18 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 57347.48 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 38727.48 USD Retail Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 61283.44 USD Retail Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 70088.81 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 16868.68 USD Retail A-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 85884.02 USD Retail A-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 18277.12 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 81569.20 USD Retail CB-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 46765.79 USD Retail CB-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 75085.96 USD Retail CB-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 66820.00 USD Retail E-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 28297.70 USD Retail E-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 43723.82 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 74647.69 USD Retail G-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 48604.08 USD Retail G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 42182.77 USD Retail IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 30674.80 USD Retail IG-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 61541.51 USD Retail S-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 53304.69 USD Retail S-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 20164.72 USD Retail S-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 22092.75 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 21768.10 USD Retail S-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 62566.50 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 43822.44 USD Retail S-7 No Liberty International Finance Ltd.