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 91 - 120 Days 63942.67 USD Retail L-9 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 72990.04 USD Retail LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 47348.53 USD Retail LC-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 69116.67 USD Retail N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 12674.02 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 63244.98 USD Retail N-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 36017.06 USD Retail N-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 16827.19 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 68479.95 USD Retail N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 25751.68 USD Retail N-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 37558.38 USD Retail P-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 54339.50 USD Retail P-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 41681.36 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 39179.97 USD Retail Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 55730.00 USD Retail Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 67066.73 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 2523.19 USD Retail Y-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 47259.45 USD Retail Z-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 61881.71 USD Retail A-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 56823.88 USD Retail A-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 56983.41 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 76760.56 USD Retail A-5 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 28304.03 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 42278.88 USD Retail CB-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 43204.37 USD Retail CB-3 Yes Liberty Mortgage Services Corp.