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 31 59191.75 USD Non-Regulated Fund E-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 34326.44 USD Non-Regulated Fund E-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 43270.85 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 52666.58 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 27461.27 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 50569.42 USD Non-Regulated Fund CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 20465.01 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 27331.74 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 83393.20 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 62046.43 USD Non-Regulated Fund E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 47394.46 USD Non-Regulated Fund E-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 16579.57 USD Non-Regulated Fund E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 32785.82 USD Non-Regulated Fund E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 5799.97 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 17422.04 USD Non-Regulated Fund G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 31366.27 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 52769.65 USD Non-Regulated Fund IG-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 54901.40 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 81985.14 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 67766.86 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 55952.00 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 12198.30 USD Non-Regulated Fund L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 37669.05 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 23403.27 USD Non-Regulated Fund L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 26592.58 USD Non-Regulated Fund L-2 Yes Liberty Wealth Management LLC