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 Perpetual 60267.17 USD Non-Regulated Fund A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 78567.04 USD Non-Regulated Fund A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 2612.82 USD Non-Regulated Fund A-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 37994.21 USD Non-Regulated Fund CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 83683.70 USD Non-Regulated Fund CB-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 23115.24 USD Non-Regulated Fund S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 63153.07 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 7911.43 USD Non-Regulated Fund S-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 75995.23 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 17303.85 USD Non-Regulated Fund CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 84962.44 USD Non-Regulated Fund G-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 62318.58 USD Non-Regulated Fund G-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 67267.84 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 16460.48 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 37804.12 USD Non-Regulated Fund S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 66777.58 USD Non-Regulated Fund S-7-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 44432.74 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 57578.59 USD Non-Regulated Fund E-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 4943.99 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 9155.67 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 45365.15 USD Non-Regulated Fund C-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 38586.81 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 41553.53 USD Non-Regulated Fund E-10 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 34265.42 USD Non-Regulated Fund E-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 85457.54 USD Non-Regulated Fund E-4 Yes