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 25 638.37 USD Non-Regulated Fund A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 7919.65 USD Non-Regulated Fund A-4-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 58399.24 USD Non-Regulated Fund A-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 32824.94 USD Non-Regulated Fund CB-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 76608.87 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 25731.84 USD Non-Regulated Fund S-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 30467.81 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 71636.20 USD Non-Regulated Fund S-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 46264.73 USD Non-Regulated Fund S-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 81696.55 USD Non-Regulated Fund CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 80605.20 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 84143.03 USD Non-Regulated Fund G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 45390.98 USD Non-Regulated Fund G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 52864.60 USD Non-Regulated Fund S-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 71604.58 USD Non-Regulated Fund S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 85110.87 USD Non-Regulated Fund S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 83376.66 USD Non-Regulated Fund E-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 23165.31 USD Non-Regulated Fund E-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 64133.89 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 13522.38 USD Non-Regulated Fund IG-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 75362.48 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 15902.12 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 9933.02 USD Non-Regulated Fund E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 80324.66 USD Non-Regulated Fund E-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 16486.39 USD Non-Regulated Fund E-4 No Liberty International Finance Ltd.