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 41 77841.68 USD Non-Regulated Fund A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 36293.68 USD Non-Regulated Fund A-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 64794.59 USD Non-Regulated Fund CB-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 82930.79 USD Non-Regulated Fund CB-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 34769.32 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 23104.63 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 52081.78 USD Non-Regulated Fund S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 68425.84 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 75488.30 USD Non-Regulated Fund CB-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 58611.10 USD Non-Regulated Fund G-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 8353.12 USD Non-Regulated Fund G-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 20251.89 USD Non-Regulated Fund G-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 69524.31 USD Non-Regulated Fund S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 32424.94 USD Non-Regulated Fund S-6-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 43967.50 USD Non-Regulated Fund S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 64468.43 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 15998.03 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 43345.91 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 4616.35 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 50481.51 USD Non-Regulated Fund C-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 16190.74 USD Non-Regulated Fund CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 53797.13 USD Non-Regulated Fund E-10 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 57207.39 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 37708.97 USD Non-Regulated Fund E-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 17935.16 USD Non-Regulated Fund E-5 No