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
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 17116.44 USD Non-Regulated Fund A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 44357.74 USD Non-Regulated Fund A-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 27232.89 USD Non-Regulated Fund A-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 71567.40 USD Non-Regulated Fund A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 52779.51 USD Non-Regulated Fund CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 64119.14 USD Non-Regulated Fund CB-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 36480.37 USD Non-Regulated Fund CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 48336.10 USD Non-Regulated Fund E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 25551.68 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 59432.41 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 18058.65 USD Non-Regulated Fund G-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 84447.53 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 78136.13 USD Non-Regulated Fund IG-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 82251.61 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 83855.43 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 17909.50 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 32447.15 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 72967.73 USD Non-Regulated Fund S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 86191.66 USD Non-Regulated Fund S-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 9601.42 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 86330.51 USD Non-Regulated Fund S-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 51276.06 USD Non-Regulated Fund A-0-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 29123.98 USD Non-Regulated Fund A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 36561.45 USD Non-Regulated Fund A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 58048.09 USD Non-Regulated Fund A-3-Q No Liberty International Finance Ltd.