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 151 - 179 Days 85154.21 USD Retail CB-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 34271.47 USD Retail CB-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 28026.94 USD Retail CB-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65383.08 USD Retail E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 1770.75 USD Retail E-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 81348.27 USD Retail G-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 4137.46 USD Retail G-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 60125.39 USD Retail G-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 9858.04 USD Retail IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 8654.93 USD Retail IG-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 10353.88 USD Retail S-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 47414.79 USD Retail S-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65141.34 USD Retail S-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 68106.22 USD Retail S-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 76629.83 USD Retail S-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 47693.37 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 50223.42 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 15834.09 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 79809.60 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 10720.08 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 56503.66 USD Retail A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 36619.18 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 27419.55 USD Retail A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 25474.46 USD Retail CB-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 62386.85 USD Retail CB-2-Q Yes Liberty International Finance Ltd.