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 Day 19 21799.39 USD Non-Regulated Fund S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 704.20 USD Non-Regulated Fund Y-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 55890.10 USD Non-Regulated Fund Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 19635.12 USD Non-Regulated Fund Y-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 64509.70 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 6915.85 USD Non-Regulated Fund Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 80313.06 USD Non-Regulated Fund A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 26689.03 USD Non-Regulated Fund A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 30715.03 USD Non-Regulated Fund A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 57077.11 USD Non-Regulated Fund A-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 56391.19 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 16432.08 USD Non-Regulated Fund CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 4204.26 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 61166.43 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 33221.03 USD Non-Regulated Fund E-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 61880.06 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 75082.39 USD Non-Regulated Fund G-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 65884.79 USD Non-Regulated Fund G-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 61364.67 USD Non-Regulated Fund IG-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 82045.47 USD Non-Regulated Fund IG-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 58972.09 USD Non-Regulated Fund S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 50906.24 USD Non-Regulated Fund S-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 42275.61 USD Non-Regulated Fund S-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 30320.26 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 19305.69 USD Non-Regulated Fund S-5 Yes