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 31 49587.21 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 11648.73 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 82742.80 USD Retail A-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 32526.09 USD Retail A-4-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 61984.97 USD Retail A-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 79743.39 USD Retail CB-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 9171.49 USD Retail CB-2-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 29472.58 USD Retail S-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 10350.52 USD Retail S-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 80294.88 USD Retail S-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 52509.92 USD Retail S-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 85406.99 USD Retail CB-3-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 24292.45 USD Retail G-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 20997.77 USD Retail G-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 31840.96 USD Retail G-3-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 1203.22 USD Retail S-5-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 56236.36 USD Retail S-6-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 78796.64 USD Retail S-7-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 49298.23 USD Retail E-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 55433.16 USD Retail E-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 31806.19 USD Retail IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 82482.24 USD Retail IG-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 81015.91 USD Retail C-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 85031.34 USD Retail CB-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 31 17143.33 USD Retail E-10 No Liberty Mortgage Services Corp.