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 23 43561.77 USD Non-Regulated Fund CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 76826.84 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 29573.01 USD Non-Regulated Fund S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 9693.55 USD Non-Regulated Fund S-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 62621.50 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 7132.62 USD Non-Regulated Fund S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 32558.52 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 17791.76 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 56267.94 USD Non-Regulated Fund G-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 68506.97 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 53426.53 USD Non-Regulated Fund S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 28419.73 USD Non-Regulated Fund S-6-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 37772.57 USD Non-Regulated Fund S-7-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 40908.67 USD Non-Regulated Fund E-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 64244.90 USD Non-Regulated Fund E-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 53081.94 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 31306.28 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 47964.13 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 78933.52 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 48368.57 USD Non-Regulated Fund E-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 84389.42 USD Non-Regulated Fund E-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 83378.96 USD Non-Regulated Fund E-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 53352.07 USD Non-Regulated Fund E-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 20874.56 USD Non-Regulated Fund E-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 13787.48 USD Non-Regulated Fund E-7 Yes