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 16 14971.38 USD Retail S-5 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 16 32494.64 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 16 30635.18 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 85153.80 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 18772.36 USD Retail A-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 14272.40 USD Retail A-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 57163.44 USD Retail A-3-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 72026.09 USD Retail A-4-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 41022.01 USD Retail A-5-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 63027.50 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 5779.28 USD Retail CB-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 21933.16 USD Retail S-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 63722.82 USD Retail S-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 77040.77 USD Retail S-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 53831.33 USD Retail S-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 81011.26 USD Retail CB-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 32847.93 USD Retail G-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 1304.95 USD Retail G-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 37427.90 USD Retail G-3-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 34918.47 USD Retail S-5-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 34101.30 USD Retail S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 73107.65 USD Retail S-7-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 71975.39 USD Retail E-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 8689.01 USD Retail E-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 52958.29 USD Retail IG-1-Q No Liberty Mortgage Services Corp.