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 52207.30 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 84743.41 USD Non-Regulated Fund Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 64946.21 USD Non-Regulated Fund Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 37877.69 USD Non-Regulated Fund Y-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 17404.48 USD Non-Regulated Fund Z-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 30184.03 USD Non-Regulated Fund A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 19184.21 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 44780.98 USD Non-Regulated Fund A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 67571.26 USD Non-Regulated Fund A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 2591.84 USD Non-Regulated Fund CB-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 69646.42 USD Non-Regulated Fund CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 2693.05 USD Non-Regulated Fund CB-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 69818.32 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 39920.01 USD Non-Regulated Fund E-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 56955.03 USD Non-Regulated Fund G-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 39213.86 USD Non-Regulated Fund G-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 72080.51 USD Non-Regulated Fund G-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 51252.66 USD Non-Regulated Fund IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 1323.49 USD Non-Regulated Fund IG-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 83614.53 USD Non-Regulated Fund S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 6811.71 USD Non-Regulated Fund S-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 47353.01 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 60853.88 USD Non-Regulated Fund S-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 44276.48 USD Non-Regulated Fund S-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 78303.37 USD Non-Regulated Fund S-6 Yes