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 35928.36 USD Retail S-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 86935.33 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 51745.88 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 15488.16 USD Retail A-0-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 3991.33 USD Retail A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 83824.51 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 1928.63 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 50856.80 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 30934.89 USD Retail A-5-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 47469.27 USD Retail CB-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 82922.85 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 73715.45 USD Retail S-1-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 67424.49 USD Retail S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 12342.78 USD Retail S-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 8560.56 USD Retail S-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 6089.50 USD Retail CB-3-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 68782.04 USD Retail G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 57775.00 USD Retail G-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65672.53 USD Retail G-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 61521.40 USD Retail S-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 41451.10 USD Retail S-6-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63399.26 USD Retail S-7-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 50483.39 USD Retail E-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 66775.78 USD Retail E-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 12539.15 USD Retail IG-1-Q Yes Liberty Wealth Management LLC