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 54 78500.44 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 52303.53 USD Non-Regulated Fund CB-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 16925.71 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 66388.85 USD Non-Regulated Fund E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 55940.53 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 43699.09 USD Non-Regulated Fund G-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 69683.76 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 5036.30 USD Non-Regulated Fund G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 38746.92 USD Non-Regulated Fund IG-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 46662.98 USD Non-Regulated Fund IG-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 33154.70 USD Non-Regulated Fund S-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 50911.43 USD Non-Regulated Fund S-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 39674.63 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 43075.20 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 56210.99 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 79553.75 USD Non-Regulated Fund S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 44126.70 USD Non-Regulated Fund S-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 60428.68 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 46891.07 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 41644.88 USD Non-Regulated Fund A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 16745.12 USD Non-Regulated Fund A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 54584.01 USD Non-Regulated Fund A-4-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 12946.47 USD Non-Regulated Fund A-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 8730.09 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 76309.50 USD Non-Regulated Fund CB-2-Q No Liberty Mortgage Services Corp.