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 27 49955.32 USD Non-Regulated Fund A-0-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 42833.07 USD Non-Regulated Fund A-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 1445.40 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 61653.78 USD Non-Regulated Fund A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 41274.30 USD Non-Regulated Fund A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 83552.19 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 20017.25 USD Non-Regulated Fund CB-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 3837.31 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 29893.42 USD Non-Regulated Fund S-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 18990.94 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 75095.07 USD Non-Regulated Fund S-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 22306.11 USD Non-Regulated Fund S-4-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 27694.45 USD Non-Regulated Fund CB-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 58315.21 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 68680.99 USD Non-Regulated Fund G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 30399.71 USD Non-Regulated Fund G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 60044.31 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 60401.33 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 33534.95 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 18984.33 USD Non-Regulated Fund E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 65811.30 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 67333.19 USD Non-Regulated Fund IG-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 71922.48 USD Non-Regulated Fund IG-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 16368.14 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 80431.31 USD Non-Regulated Fund CB-4 Yes Liberty International Finance Ltd.