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 59 30563.29 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 24702.51 USD Non-Regulated Fund G-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 79592.47 USD Non-Regulated Fund G-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 40518.43 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 83062.77 USD Non-Regulated Fund IG-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 37953.41 USD Non-Regulated Fund S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 56343.85 USD Non-Regulated Fund S-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 30630.39 USD Non-Regulated Fund S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 2093.66 USD Non-Regulated Fund S-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 85724.51 USD Non-Regulated Fund S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 9010.47 USD Non-Regulated Fund S-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 8088.64 USD Non-Regulated Fund S-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 4553.56 USD Non-Regulated Fund A-0-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 69205.76 USD Non-Regulated Fund A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 3489.76 USD Non-Regulated Fund A-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 73818.85 USD Non-Regulated Fund A-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 41026.46 USD Non-Regulated Fund A-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 37736.00 USD Non-Regulated Fund A-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 40290.77 USD Non-Regulated Fund CB-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 30149.97 USD Non-Regulated Fund CB-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 51329.26 USD Non-Regulated Fund S-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 12757.67 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 68158.73 USD Non-Regulated Fund S-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 33819.52 USD Non-Regulated Fund S-4-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 62635.10 USD Non-Regulated Fund CB-3-Q Yes Liberty Capital Markets Inc.