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 180 - 270 Days 57522.98 USD Retail N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 48292.07 USD Retail N-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 14917.07 USD Retail P-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 81661.53 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 40737.25 USD Retail S-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 61905.78 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 81267.71 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 72771.48 USD Retail Y-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 56908.22 USD Retail Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 38858.68 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 72892.75 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 36415.37 USD Retail A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 51190.13 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 78558.79 USD Retail A-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 64148.73 USD Retail CB-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 66226.15 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 55768.46 USD Retail CB-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 7801.11 USD Retail E-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 67057.71 USD Retail E-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 80544.21 USD Retail G-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 52844.42 USD Retail G-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 68659.85 USD Retail G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 4553.64 USD Retail IG-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 31692.36 USD Retail IG-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 86047.81 USD Retail S-1 No Liberty Capital Markets Inc.