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 18 33934.73 USD Non-Regulated Fund E-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 3370.62 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 40401.97 USD Non-Regulated Fund G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 17681.28 USD Non-Regulated Fund G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 80804.71 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 74761.27 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 75142.79 USD Non-Regulated Fund S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 64727.76 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 82766.77 USD Non-Regulated Fund S-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 34184.08 USD Non-Regulated Fund S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 75125.93 USD Non-Regulated Fund S-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 32782.17 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 84056.69 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 14087.53 USD Non-Regulated Fund A-0-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 55240.29 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 31482.61 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 82869.45 USD Non-Regulated Fund A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 65409.76 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 12968.67 USD Non-Regulated Fund A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 78309.44 USD Non-Regulated Fund CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 39729.68 USD Non-Regulated Fund CB-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 27124.84 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 39502.51 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 4974.95 USD Non-Regulated Fund S-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 16241.95 USD Non-Regulated Fund S-4-Q Yes