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 15 12995.27 USD Retail A-0-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 16721.47 USD Retail A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 27248.39 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 13662.25 USD Retail A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 43006.06 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 14427.44 USD Retail A-5-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 16411.98 USD Retail CB-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 6089.79 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 62809.31 USD Retail S-1-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 34738.27 USD Retail S-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 19559.21 USD Retail S-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 57945.16 USD Retail S-4-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 70283.74 USD Retail CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 86563.95 USD Retail G-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 83094.36 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 71172.53 USD Retail G-3-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 60156.05 USD Retail S-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 28971.89 USD Retail S-6-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 65254.42 USD Retail S-7-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 63993.18 USD Retail E-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 65035.28 USD Retail E-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 38807.17 USD Retail IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 6273.71 USD Retail IG-2-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 77844.22 USD Retail C-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 15 41313.63 USD Retail CB-4 Yes Liberty Mortgage Services Corp.