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 78121.96 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 19873.10 USD Non-Regulated Fund S-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 75266.72 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 13231.56 USD Non-Regulated Fund A-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 26847.71 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 23792.15 USD Non-Regulated Fund A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 80392.58 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 19429.85 USD Non-Regulated Fund A-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 66205.19 USD Non-Regulated Fund CB-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3242.49 USD Non-Regulated Fund CB-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 10483.11 USD Non-Regulated Fund S-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 59138.56 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 28311.24 USD Non-Regulated Fund S-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 50746.76 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 6654.44 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 4962.89 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 83208.11 USD Non-Regulated Fund G-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 52046.78 USD Non-Regulated Fund G-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 7452.06 USD Non-Regulated Fund S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 63786.59 USD Non-Regulated Fund S-6-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 63507.83 USD Non-Regulated Fund S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 63240.40 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 55932.42 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3363.44 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 11149.14 USD Non-Regulated Fund IG-2-Q No Liberty Mortgage Services Corp.