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 46 74162.94 USD Non-Regulated Fund S-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 59964.07 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 44562.83 USD Non-Regulated Fund S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 79555.77 USD Non-Regulated Fund CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 63166.53 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 4593.17 USD Non-Regulated Fund G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 22039.46 USD Non-Regulated Fund G-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 77006.93 USD Non-Regulated Fund S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 56344.21 USD Non-Regulated Fund S-6-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 82696.55 USD Non-Regulated Fund S-7-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 51727.21 USD Non-Regulated Fund E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 67604.23 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 26779.53 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 47574.45 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 34007.14 USD Non-Regulated Fund C-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 59554.58 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 38445.46 USD Non-Regulated Fund E-10 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 77881.50 USD Non-Regulated Fund E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 83023.40 USD Non-Regulated Fund E-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 5842.23 USD Non-Regulated Fund E-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 79126.92 USD Non-Regulated Fund E-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 14155.16 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 77549.79 USD Non-Regulated Fund E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 49688.69 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 818.22 USD Non-Regulated Fund G-4 No