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 30 57203.71 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 50989.05 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 2056.40 USD Non-Regulated Fund S-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 44831.20 USD Non-Regulated Fund S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 43889.07 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 13479.55 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 32474.04 USD Non-Regulated Fund A-0-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 67408.94 USD Non-Regulated Fund A-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 38417.55 USD Non-Regulated Fund A-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 64805.96 USD Non-Regulated Fund A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 56862.15 USD Non-Regulated Fund A-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 44233.71 USD Non-Regulated Fund A-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 35884.32 USD Non-Regulated Fund CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 83876.52 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 24919.74 USD Non-Regulated Fund S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 72420.69 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 30685.24 USD Non-Regulated Fund S-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 58830.34 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 32851.80 USD Non-Regulated Fund CB-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 28377.77 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 18873.50 USD Non-Regulated Fund G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 5199.84 USD Non-Regulated Fund G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 32467.07 USD Non-Regulated Fund S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 86481.47 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 63958.21 USD Non-Regulated Fund S-7-Q No Liberty Wealth Management LLC