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 39 13551.97 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 56332.45 USD Non-Regulated Fund S-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 86457.05 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 13583.32 USD Non-Regulated Fund S-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 70255.85 USD Non-Regulated Fund S-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 74011.47 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 2922.09 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 16040.49 USD Non-Regulated Fund A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 83158.83 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 11623.00 USD Non-Regulated Fund A-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 72753.37 USD Non-Regulated Fund A-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 82875.09 USD Non-Regulated Fund A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 76020.87 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 81075.39 USD Non-Regulated Fund CB-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 42275.18 USD Non-Regulated Fund CB-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 66638.10 USD Non-Regulated Fund S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 56516.45 USD Non-Regulated Fund S-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 79696.31 USD Non-Regulated Fund S-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 72839.11 USD Non-Regulated Fund S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 72544.46 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 5932.21 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 20047.09 USD Non-Regulated Fund G-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 11992.30 USD Non-Regulated Fund G-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 50217.51 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 66756.98 USD Non-Regulated Fund S-6-Q Yes Liberty Mortgage Services Corp.