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 53 74927.41 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 27132.44 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 41210.45 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 70824.11 USD Non-Regulated Fund G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 63994.76 USD Non-Regulated Fund G-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 12276.04 USD Non-Regulated Fund S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 932.62 USD Non-Regulated Fund S-6-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 85097.68 USD Non-Regulated Fund S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 26551.18 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 83868.69 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 3659.23 USD Non-Regulated Fund IG-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 63676.64 USD Non-Regulated Fund IG-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 78678.27 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 48628.11 USD Non-Regulated Fund CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 68775.49 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 18541.11 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 65865.78 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 61238.81 USD Non-Regulated Fund E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 33484.34 USD Non-Regulated Fund E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 33698.72 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 29337.10 USD Non-Regulated Fund E-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 56618.31 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 81812.07 USD Non-Regulated Fund G-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 1903.41 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 57095.02 USD Non-Regulated Fund IG-4 No