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 21696.24 USD Non-Regulated Fund E-9 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 39151.19 USD Non-Regulated Fund G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 888.69 USD Non-Regulated Fund IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 22340.34 USD Non-Regulated Fund IG-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 85081.90 USD Non-Regulated Fund IG-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 17172.40 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 36124.19 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 39511.24 USD Non-Regulated Fund IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 27555.39 USD Non-Regulated Fund L-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 64823.47 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 24146.03 USD Non-Regulated Fund L-11 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 44629.08 USD Non-Regulated Fund L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 77080.99 USD Non-Regulated Fund L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 44036.43 USD Non-Regulated Fund L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 84075.78 USD Non-Regulated Fund L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 5.68 USD Non-Regulated Fund L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 3564.33 USD Non-Regulated Fund L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 59836.32 USD Non-Regulated Fund L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 23063.80 USD Non-Regulated Fund L-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 48888.56 USD Non-Regulated Fund LC-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 24303.28 USD Non-Regulated Fund LC-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 77527.19 USD Non-Regulated Fund N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 72004.03 USD Non-Regulated Fund N-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 5893.01 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 36589.01 USD Non-Regulated Fund N-4 No Liberty International Finance Ltd.