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 86499.68 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 74376.66 USD Non-Regulated Fund A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 17568.44 USD Non-Regulated Fund A-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 70136.96 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 13108.86 USD Non-Regulated Fund CB-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 38723.31 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 65630.54 USD Non-Regulated Fund E-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 8630.43 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 54156.95 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 80325.42 USD Non-Regulated Fund G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 38883.85 USD Non-Regulated Fund G-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 62991.92 USD Non-Regulated Fund IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 60786.90 USD Non-Regulated Fund IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 80646.76 USD Non-Regulated Fund S-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 45623.71 USD Non-Regulated Fund S-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 80260.04 USD Non-Regulated Fund S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 57348.57 USD Non-Regulated Fund S-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 13282.50 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 24066.45 USD Non-Regulated Fund S-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 23176.37 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 69254.84 USD Non-Regulated Fund A-0-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 10023.59 USD Non-Regulated Fund A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 57259.20 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 79746.68 USD Non-Regulated Fund A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 41737.06 USD Non-Regulated Fund A-4-Q Yes Liberty International Finance Ltd.