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 24 27235.62 USD Non-Regulated Fund S-6-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 8861.53 USD Non-Regulated Fund S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 76563.21 USD Non-Regulated Fund E-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 54263.63 USD Non-Regulated Fund E-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 20091.67 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 13176.51 USD Non-Regulated Fund IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 63239.73 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 15080.14 USD Non-Regulated Fund CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 23923.12 USD Non-Regulated Fund E-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 32316.55 USD Non-Regulated Fund E-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 22909.68 USD Non-Regulated Fund E-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 43884.80 USD Non-Regulated Fund E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 41040.50 USD Non-Regulated Fund E-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 55414.20 USD Non-Regulated Fund E-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 38434.08 USD Non-Regulated Fund E-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 46363.48 USD Non-Regulated Fund E-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 64177.51 USD Non-Regulated Fund G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 30063.50 USD Non-Regulated Fund IG-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 76251.56 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 64284.24 USD Non-Regulated Fund IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 49830.63 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 75937.17 USD Non-Regulated Fund IG-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 6189.64 USD Non-Regulated Fund IG-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 81647.51 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 45915.39 USD Non-Regulated Fund L-10 Yes Liberty Wealth Management LLC