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 271 - 364 Days 37581.74 USD Retail E-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 54528.08 USD Retail E-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 26179.05 USD Retail IG-1-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 21436.92 USD Retail IG-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 78119.91 USD Retail C-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 1154.15 USD Retail CB-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 17584.70 USD Retail E-10 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 2774.09 USD Retail E-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 33508.74 USD Retail E-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 16860.30 USD Retail E-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 72820.96 USD Retail E-6 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 53121.30 USD Retail E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 75831.18 USD Retail E-8 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 32945.22 USD Retail E-9 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 33761.00 USD Retail G-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 48681.40 USD Retail IG-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 18699.61 USD Retail IG-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 86067.25 USD Retail IG-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 1613.54 USD Retail IG-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 62520.91 USD Retail IG-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 17546.20 USD Retail IG-8 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 69469.39 USD Retail L-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 4842.40 USD Retail L-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 39362.67 USD Retail L-11 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 51230.70 USD Retail L-2 No Liberty Wealth Management LLC