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 17 49551.65 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 45428.03 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 35181.21 USD Non-Regulated Fund L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 43030.71 USD Non-Regulated Fund L-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 33367.85 USD Non-Regulated Fund L-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 50105.95 USD Non-Regulated Fund L-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 67871.50 USD Non-Regulated Fund L-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 45441.62 USD Non-Regulated Fund L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 49893.47 USD Non-Regulated Fund L-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 27644.30 USD Non-Regulated Fund L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 60214.90 USD Non-Regulated Fund L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 19872.31 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 76140.67 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 79432.40 USD Non-Regulated Fund N-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 29102.94 USD Non-Regulated Fund N-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 22140.25 USD Non-Regulated Fund N-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 23002.99 USD Non-Regulated Fund N-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 83929.38 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 80081.25 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 40383.16 USD Non-Regulated Fund N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 2286.24 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 47874.50 USD Non-Regulated Fund P-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 23841.59 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 82575.43 USD Non-Regulated Fund Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 23383.80 USD Non-Regulated Fund Y-2 No Liberty International Finance Ltd.