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 44762.67 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 22475.92 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 10626.52 USD Retail CB-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 27652.81 USD Retail E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 46880.76 USD Retail E-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 70101.33 USD Retail G-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 83157.84 USD Retail G-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 70648.71 USD Retail G-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 28609.13 USD Retail IG-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 48330.21 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 84463.01 USD Retail S-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 65658.46 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 51680.87 USD Retail S-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 8129.97 USD Retail S-4 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 67525.37 USD Retail S-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 1954.88 USD Retail S-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 17 30702.44 USD Retail S-7 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 81159.36 USD Retail A-0-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 8537.86 USD Retail A-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 41434.91 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 67376.47 USD Retail A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 51623.31 USD Retail A-4-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 86135.57 USD Retail A-5-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 28107.93 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 18 19628.43 USD Retail CB-2-Q No