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 37 20251.45 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 2868.60 USD Non-Regulated Fund IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 15944.66 USD Non-Regulated Fund IG-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 52924.53 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 80932.60 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 54978.48 USD Non-Regulated Fund L-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 25162.39 USD Non-Regulated Fund L-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 26163.11 USD Non-Regulated Fund L-11 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 54300.04 USD Non-Regulated Fund L-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 76050.67 USD Non-Regulated Fund L-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 66281.82 USD Non-Regulated Fund L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 65337.66 USD Non-Regulated Fund L-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 48880.68 USD Non-Regulated Fund L-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 36788.84 USD Non-Regulated Fund L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 14191.18 USD Non-Regulated Fund L-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 29850.17 USD Non-Regulated Fund L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 49625.12 USD Non-Regulated Fund LC-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 62677.79 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 18040.96 USD Non-Regulated Fund N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 43445.34 USD Non-Regulated Fund N-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 42505.86 USD Non-Regulated Fund N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 39946.69 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 30360.55 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 75457.40 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 43366.75 USD Non-Regulated Fund N-7 Yes