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 57 70682.97 USD Non-Regulated Fund E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 76761.41 USD Non-Regulated Fund E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 86586.06 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 36471.04 USD Non-Regulated Fund G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 64222.86 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 18882.57 USD Non-Regulated Fund IG-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 52510.05 USD Non-Regulated Fund IG-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 33902.81 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 26000.89 USD Non-Regulated Fund IG-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 71799.90 USD Non-Regulated Fund IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 57325.58 USD Non-Regulated Fund L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 62006.02 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 31546.59 USD Non-Regulated Fund L-11 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 76018.90 USD Non-Regulated Fund L-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 36241.40 USD Non-Regulated Fund L-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 69675.47 USD Non-Regulated Fund L-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 46459.65 USD Non-Regulated Fund L-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 47184.02 USD Non-Regulated Fund L-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 86276.85 USD Non-Regulated Fund L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 85467.53 USD Non-Regulated Fund L-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 38191.55 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 11295.81 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 30401.51 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 1188.86 USD Non-Regulated Fund N-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 62599.42 USD Non-Regulated Fund N-2 Yes Liberty Mortgage Services Corp.