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 60 84031.36 USD Non-Regulated Fund S-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 63318.93 USD Non-Regulated Fund A-0-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 72284.86 USD Non-Regulated Fund A-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 612.25 USD Non-Regulated Fund A-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 83453.49 USD Non-Regulated Fund A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 1922.52 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 20712.89 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 27281.33 USD Non-Regulated Fund CB-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 81746.85 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 15910.26 USD Non-Regulated Fund S-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 19647.94 USD Non-Regulated Fund S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 30354.11 USD Non-Regulated Fund S-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 37159.97 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 69566.92 USD Non-Regulated Fund CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 69067.37 USD Non-Regulated Fund G-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 44056.01 USD Non-Regulated Fund G-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 32843.83 USD Non-Regulated Fund G-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 44175.21 USD Non-Regulated Fund S-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 70416.20 USD Non-Regulated Fund S-6-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 48638.81 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 56993.65 USD Non-Regulated Fund E-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 66265.36 USD Non-Regulated Fund E-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 15241.36 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 43827.65 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 66311.58 USD Non-Regulated Fund C-1 No