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 60 18874.57 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 20342.93 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 11651.72 USD Retail CB-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 83694.74 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 26076.41 USD Retail CB-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 60838.59 USD Retail E-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 77987.72 USD Retail E-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 7562.03 USD Retail G-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 35909.77 USD Retail G-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 59942.04 USD Retail G-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 34118.92 USD Retail IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 36450.06 USD Retail IG-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 58201.01 USD Retail S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 4606.86 USD Retail S-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 3990.97 USD Retail S-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 28734.06 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 9763.09 USD Retail S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 47740.72 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 60 26769.82 USD Retail S-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 53142.30 USD Retail A-0-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 43901.18 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21757.53 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 56702.09 USD Retail A-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 12945.75 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 5216.13 USD Retail A-5-Q No Liberty International Finance Ltd.