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 20 44686.80 USD Retail N-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 86559.96 USD Retail N-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 9527.00 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 73553.01 USD Retail N-6 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 74177.70 USD Retail N-7 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 6015.66 USD Retail P-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 79337.58 USD Retail P-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 59741.25 USD Retail S-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 75599.23 USD Retail Y-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 62734.44 USD Retail Y-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 1830.79 USD Retail Y-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 44189.59 USD Retail Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 39809.75 USD Retail Z-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 22637.97 USD Retail A-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 50807.96 USD Retail A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 84453.85 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 43649.84 USD Retail A-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 69914.46 USD Retail CB-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 35238.35 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 65091.89 USD Retail CB-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 46004.56 USD Retail E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 81690.94 USD Retail E-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 6511.05 USD Retail G-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 5866.01 USD Retail G-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 20 17496.20 USD Retail G-3 Yes