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 60 12258.48 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 84664.59 USD Non-Regulated Fund G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 80247.12 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 32535.38 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 12585.66 USD Non-Regulated Fund S-6-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 55625.67 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 11875.73 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 43772.37 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 59492.54 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 52139.69 USD Non-Regulated Fund IG-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 27240.03 USD Non-Regulated Fund C-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 17756.37 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 19180.44 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 19819.53 USD Non-Regulated Fund E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 29920.65 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 25181.29 USD Non-Regulated Fund E-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 77667.35 USD Non-Regulated Fund E-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 49830.59 USD Non-Regulated Fund E-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 63848.30 USD Non-Regulated Fund E-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 13831.61 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 86119.43 USD Non-Regulated Fund G-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 30843.92 USD Non-Regulated Fund IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 42501.64 USD Non-Regulated Fund IG-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 14319.01 USD Non-Regulated Fund IG-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 28016.88 USD Non-Regulated Fund IG-6 Yes Liberty International Finance Ltd.