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 75 - 82 Days 18907.60 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 25337.29 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 77430.93 USD Non-Regulated Fund C-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 17815.29 USD Non-Regulated Fund CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 4429.55 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 1705.33 USD Non-Regulated Fund E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 55585.62 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 30017.71 USD Non-Regulated Fund E-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 9107.53 USD Non-Regulated Fund E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 46139.79 USD Non-Regulated Fund E-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 45275.18 USD Non-Regulated Fund E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 57485.64 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 64293.76 USD Non-Regulated Fund G-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 86046.78 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 70827.17 USD Non-Regulated Fund IG-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 3289.40 USD Non-Regulated Fund IG-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 79042.38 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 10609.79 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 65644.37 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 75059.26 USD Non-Regulated Fund L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 32341.41 USD Non-Regulated Fund L-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6684.64 USD Non-Regulated Fund L-11 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 15719.33 USD Non-Regulated Fund L-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 10837.16 USD Non-Regulated Fund L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 31174.80 USD Non-Regulated Fund L-4 No