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 49 82470.39 USD Non-Regulated Fund S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 18295.22 USD Non-Regulated Fund S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 11434.75 USD Non-Regulated Fund E-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 26171.66 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 32658.44 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 27763.84 USD Non-Regulated Fund IG-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 21971.36 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 65837.47 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 46738.30 USD Non-Regulated Fund E-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 76475.85 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 81360.28 USD Non-Regulated Fund E-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 6143.81 USD Non-Regulated Fund E-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 61317.51 USD Non-Regulated Fund E-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 36173.80 USD Non-Regulated Fund E-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 75438.38 USD Non-Regulated Fund E-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 57854.64 USD Non-Regulated Fund E-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 3260.10 USD Non-Regulated Fund G-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 17820.90 USD Non-Regulated Fund IG-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 79272.74 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 81294.35 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 62750.92 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 49781.15 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 62295.88 USD Non-Regulated Fund IG-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 44758.84 USD Non-Regulated Fund L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 44685.57 USD Non-Regulated Fund L-10 No