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 180 - 270 Days 84881.83 USD Non-Regulated Fund E-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 583.30 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 27494.22 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 5623.27 USD Non-Regulated Fund E-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 86157.40 USD Non-Regulated Fund E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 66281.94 USD Non-Regulated Fund E-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 12926.65 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 21289.49 USD Non-Regulated Fund G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 63028.52 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 21009.83 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 56381.56 USD Non-Regulated Fund IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 66866.14 USD Non-Regulated Fund IG-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 69109.23 USD Non-Regulated Fund IG-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 3387.94 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 34120.73 USD Non-Regulated Fund L-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 34215.70 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 58896.96 USD Non-Regulated Fund L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 13320.59 USD Non-Regulated Fund L-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 62984.29 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 54766.31 USD Non-Regulated Fund L-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 34908.68 USD Non-Regulated Fund L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 26399.70 USD Non-Regulated Fund L-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 309.39 USD Non-Regulated Fund L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 65622.35 USD Non-Regulated Fund L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 58184.06 USD Non-Regulated Fund L-9 No Liberty Capital Markets Inc.