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 121 - 150 Days 17278.19 USD Non-Regulated Fund G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 77694.31 USD Non-Regulated Fund IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 65234.32 USD Non-Regulated Fund IG-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 48396.87 USD Non-Regulated Fund S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 60165.43 USD Non-Regulated Fund S-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 40694.59 USD Non-Regulated Fund S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 16283.52 USD Non-Regulated Fund S-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 43023.07 USD Non-Regulated Fund S-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 85541.94 USD Non-Regulated Fund S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 63283.60 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 24847.67 USD Non-Regulated Fund A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 18061.76 USD Non-Regulated Fund A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 20597.14 USD Non-Regulated Fund A-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 33523.99 USD Non-Regulated Fund A-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65997.60 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 8125.38 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 9125.37 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 18674.64 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 17446.76 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 54065.91 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 10656.54 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 39280.58 USD Non-Regulated Fund S-4-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 43514.60 USD Non-Regulated Fund CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 75865.96 USD Non-Regulated Fund G-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 46317.03 USD Non-Regulated Fund G-2-Q Yes