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 68013.97 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 82449.30 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 54990.51 USD Non-Regulated Fund S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 46849.10 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 82539.43 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 38500.51 USD Non-Regulated Fund A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 82719.16 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 86822.25 USD Non-Regulated Fund A-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 51823.11 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 27698.56 USD Non-Regulated Fund A-5-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 82863.00 USD Non-Regulated Fund CB-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 29782.62 USD Non-Regulated Fund CB-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 1956.98 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 22869.55 USD Non-Regulated Fund S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 54442.59 USD Non-Regulated Fund S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 47290.66 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 10633.44 USD Non-Regulated Fund CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 57285.13 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 43560.08 USD Non-Regulated Fund G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 80308.80 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 20863.14 USD Non-Regulated Fund S-5-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 23769.42 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 68435.80 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 70667.78 USD Non-Regulated Fund E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 30640.19 USD Non-Regulated Fund E-2-Q No Liberty Wealth Management LLC