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 121 - 150 Days 1181.00 USD Retail S-4-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 25669.02 USD Retail CB-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 17263.92 USD Retail G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 653.10 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 54966.39 USD Retail G-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 46441.21 USD Retail S-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 27224.76 USD Retail S-6-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 13532.42 USD Retail S-7-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 35272.46 USD Retail E-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 34216.51 USD Retail E-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 52119.61 USD Retail IG-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 41661.34 USD Retail IG-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 62958.72 USD Retail C-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 83911.66 USD Retail CB-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 23376.19 USD Retail E-10 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 58134.05 USD Retail E-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 72284.19 USD Retail E-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 17768.59 USD Retail E-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 61987.55 USD Retail E-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 18615.25 USD Retail E-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 81328.17 USD Retail E-8 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 33389.43 USD Retail E-9 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 62615.75 USD Retail G-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 58210.28 USD Retail IG-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 51543.17 USD Retail IG-4 No