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 180 - 270 Days 9200.27 USD Non-Regulated Fund A-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 26534.87 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 54491.10 USD Non-Regulated Fund A-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 66987.39 USD Non-Regulated Fund A-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 32037.35 USD Non-Regulated Fund A-5-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 65077.74 USD Non-Regulated Fund CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 47608.19 USD Non-Regulated Fund CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 30389.38 USD Non-Regulated Fund S-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 56965.54 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 44666.56 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 37954.15 USD Non-Regulated Fund S-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 30602.18 USD Non-Regulated Fund CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 45896.66 USD Non-Regulated Fund G-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 14340.64 USD Non-Regulated Fund G-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 80347.86 USD Non-Regulated Fund G-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 3963.78 USD Non-Regulated Fund S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 13931.26 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 12207.79 USD Non-Regulated Fund S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 49287.64 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 71838.56 USD Non-Regulated Fund E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 31514.28 USD Non-Regulated Fund IG-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 55855.87 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 57530.76 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 63805.66 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 43734.97 USD Non-Regulated Fund E-10 Yes Liberty Capital Markets Inc.