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 12505.45 USD Non-Regulated Fund E-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 26480.59 USD Non-Regulated Fund E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 48147.21 USD Non-Regulated Fund E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 11538.19 USD Non-Regulated Fund E-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 3030.68 USD Non-Regulated Fund E-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 11773.51 USD Non-Regulated Fund G-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 30998.62 USD Non-Regulated Fund IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 49079.51 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 32547.06 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 20560.06 USD Non-Regulated Fund IG-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 15880.13 USD Non-Regulated Fund IG-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 17038.69 USD Non-Regulated Fund IG-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 27361.34 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 42974.66 USD Non-Regulated Fund L-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 33428.59 USD Non-Regulated Fund L-11 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 26596.10 USD Non-Regulated Fund L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 1480.48 USD Non-Regulated Fund L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 31279.92 USD Non-Regulated Fund L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 2102.21 USD Non-Regulated Fund L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 75887.63 USD Non-Regulated Fund L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 69615.92 USD Non-Regulated Fund L-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 49397.81 USD Non-Regulated Fund L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 32616.08 USD Non-Regulated Fund L-9 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 403.24 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 14834.89 USD Non-Regulated Fund LC-2 Yes Liberty Wealth Management LLC