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 43 39276.59 USD Non-Regulated Fund E-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 23381.87 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 61927.36 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 21391.88 USD Non-Regulated Fund G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 42298.32 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 1828.38 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 46580.44 USD Non-Regulated Fund S-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 28301.86 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 29863.15 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 25606.68 USD Non-Regulated Fund S-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 17546.56 USD Non-Regulated Fund S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 31199.19 USD Non-Regulated Fund S-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 11387.58 USD Non-Regulated Fund S-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 50278.62 USD Non-Regulated Fund A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 47731.67 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 45210.82 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 37687.18 USD Non-Regulated Fund A-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 70430.93 USD Non-Regulated Fund A-4-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 75172.53 USD Non-Regulated Fund A-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 68281.45 USD Non-Regulated Fund CB-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 33235.93 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 40782.18 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 71060.60 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 48925.18 USD Non-Regulated Fund S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 86733.22 USD Non-Regulated Fund S-4-Q Yes