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 42 73043.42 USD Non-Regulated Fund G-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 82331.05 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 36762.99 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 64582.28 USD Non-Regulated Fund S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 63090.69 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 84478.96 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 40262.62 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 45407.09 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 13537.65 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 62936.87 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 2185.67 USD Non-Regulated Fund E-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 77532.86 USD Non-Regulated Fund E-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 40007.07 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 48301.03 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 11534.76 USD Non-Regulated Fund E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 17942.47 USD Non-Regulated Fund E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 71209.11 USD Non-Regulated Fund E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 25000.97 USD Non-Regulated Fund E-9 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 26558.27 USD Non-Regulated Fund G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 78867.84 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 20104.91 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 66545.03 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 68048.32 USD Non-Regulated Fund IG-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 58639.50 USD Non-Regulated Fund IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 51068.09 USD Non-Regulated Fund IG-8 No