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 11 78762.93 USD Retail N-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 27581.44 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 18346.77 USD Retail N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 36696.69 USD Retail N-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 31038.89 USD Retail P-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 65194.61 USD Retail P-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 2612.06 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 630.36 USD Retail Y-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 64546.65 USD Retail Y-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 48753.55 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 4759.06 USD Retail Y-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 76989.99 USD Retail Z-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 20396.95 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 80460.74 USD Retail A-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 3889.86 USD Retail A-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 76269.83 USD Retail A-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 38301.64 USD Retail CB-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 2577.17 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 13872.72 USD Retail CB-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 67140.02 USD Retail E-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 950.43 USD Retail E-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 57686.70 USD Retail G-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 66704.67 USD Retail G-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 31756.74 USD Retail G-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 11 81391.19 USD Retail IG-1 Yes