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 20 82631.34 USD Non-Regulated Fund CB-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 81796.95 USD Non-Regulated Fund CB-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 27970.28 USD Non-Regulated Fund E-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 28542.08 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 48702.76 USD Non-Regulated Fund G-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 21699.73 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 75082.18 USD Non-Regulated Fund G-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 11315.28 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 73037.03 USD Non-Regulated Fund IG-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3181.16 USD Non-Regulated Fund S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 84163.35 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 71771.68 USD Non-Regulated Fund S-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3012.48 USD Non-Regulated Fund S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 13561.26 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 22208.85 USD Non-Regulated Fund S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 47451.35 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 9273.95 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 42058.98 USD Non-Regulated Fund A-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 49880.87 USD Non-Regulated Fund A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 84529.68 USD Non-Regulated Fund A-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 31997.37 USD Non-Regulated Fund A-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 75749.93 USD Non-Regulated Fund A-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 43539.27 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 61104.01 USD Non-Regulated Fund CB-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 82871.40 USD Non-Regulated Fund S-1-Q Yes Liberty Mortgage Services Corp.