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 23544.66 USD Non-Regulated Fund IG-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 51100.94 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 13556.17 USD Non-Regulated Fund IG-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 64412.24 USD Non-Regulated Fund IG-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 69784.71 USD Non-Regulated Fund IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 62930.43 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 68023.06 USD Non-Regulated Fund L-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 73063.70 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 44952.89 USD Non-Regulated Fund L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 18622.66 USD Non-Regulated Fund L-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 31335.31 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 2083.92 USD Non-Regulated Fund L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 38700.28 USD Non-Regulated Fund L-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 80497.57 USD Non-Regulated Fund L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 51794.52 USD Non-Regulated Fund L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 2621.80 USD Non-Regulated Fund L-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 56916.05 USD Non-Regulated Fund L-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 61663.22 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 81882.79 USD Non-Regulated Fund LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 84720.86 USD Non-Regulated Fund N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 56359.25 USD Non-Regulated Fund N-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 66842.07 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 5153.36 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 72087.41 USD Non-Regulated Fund N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 11213.43 USD Non-Regulated Fund N-6 No Liberty Capital Markets Inc.