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 23 85365.41 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 38186.66 USD Non-Regulated Fund S-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 39484.25 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 46692.48 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 29031.95 USD Non-Regulated Fund S-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 60146.25 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 59483.02 USD Non-Regulated Fund S-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 23607.06 USD Non-Regulated Fund S-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 37743.20 USD Non-Regulated Fund A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 69021.98 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 36638.55 USD Non-Regulated Fund A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 5561.02 USD Non-Regulated Fund A-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 75557.45 USD Non-Regulated Fund A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 41971.46 USD Non-Regulated Fund A-5-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 44909.25 USD Non-Regulated Fund CB-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 46390.65 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 71792.79 USD Non-Regulated Fund S-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 23068.06 USD Non-Regulated Fund S-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 34050.25 USD Non-Regulated Fund S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 60221.25 USD Non-Regulated Fund S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 53635.30 USD Non-Regulated Fund CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 24874.27 USD Non-Regulated Fund G-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 38865.12 USD Non-Regulated Fund G-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 61657.64 USD Non-Regulated Fund G-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 4297.05 USD Non-Regulated Fund S-5-Q No