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 >2 Yr <= 3 Yr 8497.91 USD Non-Regulated Fund S-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 45417.00 USD Non-Regulated Fund S-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 38064.78 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 76180.20 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 54083.28 USD Non-Regulated Fund G-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 7451.53 USD Non-Regulated Fund G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 63882.68 USD Non-Regulated Fund G-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 44103.33 USD Non-Regulated Fund S-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 19868.91 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 20006.01 USD Non-Regulated Fund S-7-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 56628.44 USD Non-Regulated Fund E-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 21204.24 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 49573.31 USD Non-Regulated Fund IG-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 43515.40 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 55619.88 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 85316.77 USD Non-Regulated Fund CB-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 56445.62 USD Non-Regulated Fund E-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 61751.78 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 31004.51 USD Non-Regulated Fund E-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 56623.22 USD Non-Regulated Fund E-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 12194.46 USD Non-Regulated Fund E-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 34651.13 USD Non-Regulated Fund E-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 858.30 USD Non-Regulated Fund E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 1824.27 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >2 Yr <= 3 Yr 63876.31 USD Non-Regulated Fund G-4 No Liberty Wealth Management LLC