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 83 - 90 Days 74976.28 USD Non-Regulated Fund CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 70899.94 USD Non-Regulated Fund S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 38418.74 USD Non-Regulated Fund S-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 19738.37 USD Non-Regulated Fund S-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 32618.83 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 42919.54 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 15578.43 USD Non-Regulated Fund G-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 2523.05 USD Non-Regulated Fund G-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 84339.71 USD Non-Regulated Fund G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 79855.97 USD Non-Regulated Fund S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 34842.73 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 74354.20 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 55872.65 USD Non-Regulated Fund E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 53588.83 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 23350.63 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 18760.99 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 17693.38 USD Non-Regulated Fund C-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 27178.21 USD Non-Regulated Fund CB-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 3564.09 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 36963.19 USD Non-Regulated Fund E-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 7673.11 USD Non-Regulated Fund E-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 26800.83 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 66884.40 USD Non-Regulated Fund E-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 40676.22 USD Non-Regulated Fund E-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 33654.97 USD Non-Regulated Fund E-8 Yes Liberty Capital Markets Inc.