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 33 78918.56 USD Non-Regulated Fund Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 54973.06 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 19082.21 USD Non-Regulated Fund A-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 17804.39 USD Non-Regulated Fund A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 48252.74 USD Non-Regulated Fund A-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 3651.79 USD Non-Regulated Fund A-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 86650.15 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 77600.77 USD Non-Regulated Fund CB-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 13274.26 USD Non-Regulated Fund CB-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 11486.40 USD Non-Regulated Fund E-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 63660.17 USD Non-Regulated Fund E-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 78262.79 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 36786.20 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 17484.73 USD Non-Regulated Fund G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 65676.15 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 21711.15 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 50341.76 USD Non-Regulated Fund S-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 14184.45 USD Non-Regulated Fund S-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 76776.11 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 58365.94 USD Non-Regulated Fund S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 47493.70 USD Non-Regulated Fund S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 28223.35 USD Non-Regulated Fund S-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 43510.71 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 28584.51 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 11454.69 USD Non-Regulated Fund A-1-Q No Liberty Capital Markets Inc.