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 53533.78 USD Retail S-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 54742.45 USD Retail S-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 29059.84 USD Retail S-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 40488.10 USD Retail S-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 35658.64 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 24102.55 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 46137.23 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 15.96 USD Retail A-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 57297.87 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 38234.10 USD Retail A-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 42168.95 USD Retail A-4-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 20413.89 USD Retail A-5-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 24489.89 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 49309.19 USD Retail CB-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 85295.79 USD Retail S-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 11478.79 USD Retail S-2-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 41334.63 USD Retail S-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 36313.63 USD Retail S-4-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 1585.06 USD Retail CB-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 30587.85 USD Retail G-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 24259.56 USD Retail G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 41403.04 USD Retail G-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 53005.31 USD Retail S-5-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 7974.51 USD Retail S-6-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 55881.84 USD Retail S-7-Q Yes Liberty Mortgage Services Corp.