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 56208.28 USD Retail L-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 537.49 USD Retail L-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 44853.08 USD Retail L-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 64393.70 USD Retail L-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 71058.98 USD Retail L-7 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 46966.87 USD Retail L-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 17766.16 USD Retail L-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 38547.21 USD Retail LC-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 58216.79 USD Retail LC-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 54386.09 USD Retail N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 22591.15 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 73807.56 USD Retail N-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 4782.43 USD Retail N-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 60231.26 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 17504.33 USD Retail N-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 78605.40 USD Retail N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 1377.28 USD Retail P-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 70429.48 USD Retail P-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 16026.67 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 78456.06 USD Retail Y-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 22796.52 USD Retail Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 86128.65 USD Retail Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 42813.88 USD Retail Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 86292.99 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 21774.99 USD Retail A-2 Yes