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 48 35509.81 USD Non-Regulated Fund CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 24684.94 USD Non-Regulated Fund CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 13100.31 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 80381.86 USD Non-Regulated Fund S-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 6842.46 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 7712.56 USD Non-Regulated Fund S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 42190.45 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 65285.84 USD Non-Regulated Fund G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 73238.08 USD Non-Regulated Fund G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 41569.50 USD Non-Regulated Fund G-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 9388.35 USD Non-Regulated Fund S-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 67355.05 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 39773.51 USD Non-Regulated Fund S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 5388.97 USD Non-Regulated Fund E-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 1682.22 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 61974.60 USD Non-Regulated Fund IG-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 53628.67 USD Non-Regulated Fund IG-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 21406.59 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 7248.49 USD Non-Regulated Fund CB-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 81015.96 USD Non-Regulated Fund E-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 2589.87 USD Non-Regulated Fund E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 2757.52 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 68297.40 USD Non-Regulated Fund E-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 53506.40 USD Non-Regulated Fund E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 85024.46 USD Non-Regulated Fund E-7 Yes Liberty Wealth Management LLC