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 121 - 150 Days 17631.18 USD Non-Regulated Fund A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 70174.01 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 27791.45 USD Non-Regulated Fund CB-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 34950.30 USD Non-Regulated Fund CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 2115.83 USD Non-Regulated Fund S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 37958.41 USD Non-Regulated Fund S-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 78270.06 USD Non-Regulated Fund S-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 29208.46 USD Non-Regulated Fund S-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 7331.29 USD Non-Regulated Fund CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 51944.88 USD Non-Regulated Fund G-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 80460.35 USD Non-Regulated Fund G-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 68955.78 USD Non-Regulated Fund G-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 21897.67 USD Non-Regulated Fund S-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 52460.95 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 58439.10 USD Non-Regulated Fund S-7-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 86194.90 USD Non-Regulated Fund E-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 11828.27 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 15029.99 USD Non-Regulated Fund IG-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 65618.24 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 7057.83 USD Non-Regulated Fund C-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 4609.93 USD Non-Regulated Fund CB-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 50530.26 USD Non-Regulated Fund E-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 41628.42 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 16834.15 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 77369.05 USD Non-Regulated Fund E-5 No