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 16 48000.84 USD Non-Regulated Fund G-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 66385.99 USD Non-Regulated Fund IG-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 23984.67 USD Non-Regulated Fund IG-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 27970.20 USD Non-Regulated Fund S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 58905.61 USD Non-Regulated Fund S-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 5384.01 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 43929.16 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 74460.83 USD Non-Regulated Fund S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 26221.34 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 4506.56 USD Non-Regulated Fund S-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 14496.69 USD Non-Regulated Fund A-0-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 32964.45 USD Non-Regulated Fund A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 5957.41 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 56583.68 USD Non-Regulated Fund A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 52117.53 USD Non-Regulated Fund A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 27999.09 USD Non-Regulated Fund A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 33274.13 USD Non-Regulated Fund CB-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 79350.88 USD Non-Regulated Fund CB-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 32013.57 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 22590.65 USD Non-Regulated Fund S-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 38551.06 USD Non-Regulated Fund S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 27179.27 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 56006.11 USD Non-Regulated Fund CB-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 79131.99 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 68494.91 USD Non-Regulated Fund G-2-Q No