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 35 20694.32 USD Non-Regulated Fund G-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 76045.90 USD Non-Regulated Fund G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 41512.09 USD Non-Regulated Fund G-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 817.67 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 62502.26 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 65325.48 USD Non-Regulated Fund S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 15696.95 USD Non-Regulated Fund E-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 5785.46 USD Non-Regulated Fund E-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 77458.34 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 28441.03 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 33672.09 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 19956.65 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 86434.59 USD Non-Regulated Fund E-10 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 32113.29 USD Non-Regulated Fund E-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 43854.57 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 53263.37 USD Non-Regulated Fund E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 86220.31 USD Non-Regulated Fund E-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 70065.36 USD Non-Regulated Fund E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 6766.51 USD Non-Regulated Fund E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 69698.18 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 65438.15 USD Non-Regulated Fund G-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 92.78 USD Non-Regulated Fund IG-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 24788.52 USD Non-Regulated Fund IG-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 16327.55 USD Non-Regulated Fund IG-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 25186.20 USD Non-Regulated Fund IG-6 No Liberty International Finance Ltd.