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 271 - 364 Days 30281.84 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 82291.51 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 73263.86 USD Non-Regulated Fund G-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 38710.19 USD Non-Regulated Fund G-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 23287.71 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 38358.76 USD Non-Regulated Fund S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 41863.33 USD Non-Regulated Fund S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 12908.11 USD Non-Regulated Fund E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 10133.18 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 80717.43 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 38224.74 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 8002.50 USD Non-Regulated Fund C-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 45903.69 USD Non-Regulated Fund CB-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 62990.31 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 55170.58 USD Non-Regulated Fund E-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 25911.58 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 19314.17 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 86618.35 USD Non-Regulated Fund E-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 11603.78 USD Non-Regulated Fund E-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 84914.96 USD Non-Regulated Fund E-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 43010.72 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 10454.86 USD Non-Regulated Fund G-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 84532.85 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 41980.97 USD Non-Regulated Fund IG-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 67053.58 USD Non-Regulated Fund IG-5 Yes