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 91 - 120 Days 52393.61 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 87002.28 USD Non-Regulated Fund A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 31457.13 USD Non-Regulated Fund A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 22349.30 USD Non-Regulated Fund A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 56299.54 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 63641.89 USD Non-Regulated Fund CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 36004.51 USD Non-Regulated Fund CB-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 32343.13 USD Non-Regulated Fund E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 86585.51 USD Non-Regulated Fund E-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 12264.97 USD Non-Regulated Fund G-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 15263.63 USD Non-Regulated Fund G-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 12238.78 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 78432.05 USD Non-Regulated Fund IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 36101.11 USD Non-Regulated Fund IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 82453.66 USD Non-Regulated Fund S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 44731.40 USD Non-Regulated Fund S-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 6295.40 USD Non-Regulated Fund S-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 48868.49 USD Non-Regulated Fund S-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 70537.63 USD Non-Regulated Fund S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 3865.77 USD Non-Regulated Fund S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 22748.46 USD Non-Regulated Fund S-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 4885.46 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 21952.81 USD Non-Regulated Fund A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 54179.36 USD Non-Regulated Fund A-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 28644.42 USD Non-Regulated Fund A-3-Q Yes