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 151 - 179 Days 31608.83 USD Non-Regulated Fund Y-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 77062.54 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 11626.30 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 75873.11 USD Non-Regulated Fund A-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 9438.99 USD Non-Regulated Fund A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 86814.04 USD Non-Regulated Fund A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 373.26 USD Non-Regulated Fund A-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 9960.11 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 69711.50 USD Non-Regulated Fund CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 22110.88 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 35642.48 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 40503.60 USD Non-Regulated Fund E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 20400.00 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 46949.78 USD Non-Regulated Fund G-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 38245.04 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 20846.31 USD Non-Regulated Fund IG-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 38470.94 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 74293.68 USD Non-Regulated Fund S-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63802.72 USD Non-Regulated Fund S-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 53774.26 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 55110.22 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 7977.82 USD Non-Regulated Fund S-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 28945.59 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 75953.71 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 76737.81 USD Non-Regulated Fund A-0-Q Yes