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 17 86525.95 USD Retail L-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 13343.42 USD Retail L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 39481.49 USD Retail L-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 28709.68 USD Retail L-9 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 65679.96 USD Retail LC-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 33914.55 USD Retail LC-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 63313.51 USD Retail N-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 51190.89 USD Retail N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 59417.65 USD Retail N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 33267.10 USD Retail N-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 22325.27 USD Retail N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 20561.92 USD Retail N-6 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 43260.00 USD Retail N-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 39292.12 USD Retail P-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 52297.68 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 57919.80 USD Retail S-8 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 38580.94 USD Retail Y-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 77827.92 USD Retail Y-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 86562.41 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 1499.67 USD Retail Y-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 55290.06 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 82394.32 USD Retail A-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 60813.06 USD Retail A-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 19277.36 USD Retail A-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 20685.01 USD Retail A-5 No Liberty International Finance Ltd.