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 78209.44 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 27775.11 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 31495.66 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 62557.65 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 38019.91 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 31989.83 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 22975.39 USD Non-Regulated Fund S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 35462.73 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 83605.56 USD Non-Regulated Fund S-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 77426.85 USD Non-Regulated Fund S-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 31233.70 USD Non-Regulated Fund S-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 4755.09 USD Non-Regulated Fund A-0-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 86901.14 USD Non-Regulated Fund A-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 17080.25 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 56543.32 USD Non-Regulated Fund A-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 6318.37 USD Non-Regulated Fund A-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 22001.15 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 61354.03 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 79833.78 USD Non-Regulated Fund CB-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 25212.90 USD Non-Regulated Fund S-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 3990.55 USD Non-Regulated Fund S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 44824.59 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 53190.98 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 80299.97 USD Non-Regulated Fund CB-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 7977.03 USD Non-Regulated Fund G-1-Q Yes