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 Day 8 74527.83 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 3122.99 USD Retail CB-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 12195.69 USD Retail E-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 42335.06 USD Retail E-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 14698.44 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 84378.09 USD Retail G-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 6498.41 USD Retail G-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 23271.93 USD Retail IG-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 12693.80 USD Retail IG-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 21054.56 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 61353.15 USD Retail S-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 7220.17 USD Retail S-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 47660.06 USD Retail S-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 11459.56 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 64026.66 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 8 37546.53 USD Retail S-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 18994.33 USD Retail A-0-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 14118.22 USD Retail A-1-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 82364.77 USD Retail A-2-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 48939.86 USD Retail A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 53614.75 USD Retail A-4-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 16243.68 USD Retail A-5-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 77542.42 USD Retail CB-1-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 73447.62 USD Retail CB-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 9 25449.94 USD Retail S-1-Q No Liberty Mortgage Services Corp.