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 61 - 67 Days 79165.75 USD Non-Regulated Fund CB-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 53958.01 USD Non-Regulated Fund E-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 55020.24 USD Non-Regulated Fund E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 4381.04 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21459.79 USD Non-Regulated Fund E-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 80935.02 USD Non-Regulated Fund E-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 8461.76 USD Non-Regulated Fund E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 47017.30 USD Non-Regulated Fund E-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 63153.45 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 28629.24 USD Non-Regulated Fund G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 23982.30 USD Non-Regulated Fund IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 74103.01 USD Non-Regulated Fund IG-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 57384.45 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 26525.74 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 27642.35 USD Non-Regulated Fund IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 77227.76 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 77043.84 USD Non-Regulated Fund L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 37148.20 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 29193.10 USD Non-Regulated Fund L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 2126.15 USD Non-Regulated Fund L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 33966.55 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21969.52 USD Non-Regulated Fund L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 68779.49 USD Non-Regulated Fund L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 68000.99 USD Non-Regulated Fund L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 81714.45 USD Non-Regulated Fund L-7 Yes