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 13 64973.06 USD Retail N-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 29306.58 USD Retail N-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 24317.80 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 57414.26 USD Retail N-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 23676.53 USD Retail N-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 58877.79 USD Retail N-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 86247.04 USD Retail N-7 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 17203.71 USD Retail P-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 41747.43 USD Retail P-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 44513.82 USD Retail S-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 83786.73 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 13913.50 USD Retail Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 35024.99 USD Retail Y-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 33078.65 USD Retail Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 18967.45 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 5573.32 USD Retail A-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 10633.62 USD Retail A-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 15812.25 USD Retail A-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 64504.61 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 31476.52 USD Retail CB-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 73210.93 USD Retail CB-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 51614.50 USD Retail CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 45543.17 USD Retail E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 65422.91 USD Retail E-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 13 79842.56 USD Retail G-1 No