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 44 72287.57 USD Non-Regulated Fund CB-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 83167.51 USD Non-Regulated Fund G-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 29944.88 USD Non-Regulated Fund G-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 82722.21 USD Non-Regulated Fund G-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 57365.39 USD Non-Regulated Fund S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 3821.81 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 60094.16 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 84756.33 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 57353.74 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 42334.66 USD Non-Regulated Fund IG-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 78986.88 USD Non-Regulated Fund IG-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 53303.50 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 78396.13 USD Non-Regulated Fund CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 83099.84 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65178.25 USD Non-Regulated Fund E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 70546.57 USD Non-Regulated Fund E-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 76403.52 USD Non-Regulated Fund E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 19763.66 USD Non-Regulated Fund E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 76031.94 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 57433.11 USD Non-Regulated Fund E-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 70294.31 USD Non-Regulated Fund E-9 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 8324.96 USD Non-Regulated Fund G-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 51834.45 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 27487.23 USD Non-Regulated Fund IG-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 33633.67 USD Non-Regulated Fund IG-5 Yes Liberty International Finance Ltd.