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 51 26893.11 USD Non-Regulated Fund G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 30761.78 USD Non-Regulated Fund G-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 26492.54 USD Non-Regulated Fund S-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 875.60 USD Non-Regulated Fund S-6-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 61255.87 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 34165.86 USD Non-Regulated Fund E-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 24656.46 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 43828.20 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 75280.98 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 46885.45 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 78917.57 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 83802.45 USD Non-Regulated Fund E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 83616.74 USD Non-Regulated Fund E-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 1431.94 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 14872.08 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 12615.70 USD Non-Regulated Fund E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 18936.64 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 17271.16 USD Non-Regulated Fund E-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 62987.47 USD Non-Regulated Fund E-9 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 30293.92 USD Non-Regulated Fund G-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 75389.30 USD Non-Regulated Fund IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 21329.02 USD Non-Regulated Fund IG-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 66033.83 USD Non-Regulated Fund IG-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 70913.98 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 74245.41 USD Non-Regulated Fund IG-7 No Liberty Wealth Management LLC