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 >4 Yr <= 5 Yr 47475.18 USD Non-Regulated Fund CB-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 48502.04 USD Non-Regulated Fund CB-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 26308.38 USD Non-Regulated Fund S-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 70295.79 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 54528.82 USD Non-Regulated Fund S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 39659.39 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 70825.56 USD Non-Regulated Fund CB-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 14950.86 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 68204.96 USD Non-Regulated Fund G-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 30579.89 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 85946.45 USD Non-Regulated Fund S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 11819.00 USD Non-Regulated Fund S-6-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 61864.51 USD Non-Regulated Fund S-7-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 58498.28 USD Non-Regulated Fund E-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 65678.61 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 13268.72 USD Non-Regulated Fund IG-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 60738.13 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 31592.40 USD Non-Regulated Fund C-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 10538.66 USD Non-Regulated Fund CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 21408.83 USD Non-Regulated Fund E-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 61011.28 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 23200.66 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 58678.24 USD Non-Regulated Fund E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 4686.30 USD Non-Regulated Fund E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 39343.18 USD Non-Regulated Fund E-7 Yes Liberty Mortgage Services Corp.