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 29382.48 USD Non-Regulated Fund Y-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 61416.47 USD Non-Regulated Fund Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 8419.13 USD Non-Regulated Fund Z-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 36984.76 USD Non-Regulated Fund A-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 31179.55 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 25657.64 USD Non-Regulated Fund A-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 63241.31 USD Non-Regulated Fund A-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 24633.19 USD Non-Regulated Fund CB-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 80395.35 USD Non-Regulated Fund CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 80027.30 USD Non-Regulated Fund CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 25690.77 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 42027.93 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 15044.79 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 33025.41 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 48553.54 USD Non-Regulated Fund G-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 52748.78 USD Non-Regulated Fund IG-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 17137.51 USD Non-Regulated Fund IG-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 77781.11 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 58470.20 USD Non-Regulated Fund S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 78739.80 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 28352.96 USD Non-Regulated Fund S-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 47905.45 USD Non-Regulated Fund S-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 76172.36 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 82116.48 USD Non-Regulated Fund S-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 47183.07 USD Non-Regulated Fund A-0-Q No Liberty International Finance Ltd.