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 62903.49 USD Retail E-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 70543.83 USD Retail E-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 60560.37 USD Retail G-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 48506.28 USD Retail G-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 61274.67 USD Retail G-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 85697.78 USD Retail IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 41814.03 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 5867.18 USD Retail S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 22789.60 USD Retail S-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 43646.63 USD Retail S-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 15210.90 USD Retail S-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 70427.04 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 61098.98 USD Retail S-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 75503.65 USD Retail S-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 10433.81 USD Retail A-0-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 61697.76 USD Retail A-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 65132.13 USD Retail A-2-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 71593.52 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 80829.96 USD Retail A-4-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 24267.63 USD Retail A-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 73474.83 USD Retail CB-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 21562.85 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 79052.70 USD Retail S-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 71481.10 USD Retail S-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 4778.02 USD Retail S-3-Q Yes