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 50 38447.03 USD Non-Regulated Fund A-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 57316.78 USD Non-Regulated Fund A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 12976.74 USD Non-Regulated Fund A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 32932.17 USD Non-Regulated Fund CB-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 58982.18 USD Non-Regulated Fund CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 7377.14 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 44692.76 USD Non-Regulated Fund S-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 81017.17 USD Non-Regulated Fund S-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 62543.41 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 26813.03 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 42099.11 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 17849.58 USD Non-Regulated Fund G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 60086.35 USD Non-Regulated Fund G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 53383.67 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 13528.80 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 50820.02 USD Non-Regulated Fund S-7-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 35786.93 USD Non-Regulated Fund E-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 33682.66 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 39872.96 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 8130.66 USD Non-Regulated Fund IG-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 79585.68 USD Non-Regulated Fund C-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 35730.89 USD Non-Regulated Fund CB-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 69107.50 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 36398.64 USD Non-Regulated Fund E-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 28106.09 USD Non-Regulated Fund E-4 Yes