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 36 73215.26 USD Non-Regulated Fund L-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 70230.16 USD Non-Regulated Fund L-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 52097.89 USD Non-Regulated Fund LC-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 82405.76 USD Non-Regulated Fund LC-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 79472.92 USD Non-Regulated Fund N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 59850.92 USD Non-Regulated Fund N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 74469.87 USD Non-Regulated Fund N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 33423.64 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 46385.01 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 1408.54 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 47081.98 USD Non-Regulated Fund N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 53614.54 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 35685.25 USD Non-Regulated Fund P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 27581.85 USD Non-Regulated Fund S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 37883.66 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 67310.07 USD Non-Regulated Fund Y-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 58410.48 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 69805.57 USD Non-Regulated Fund Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 63469.47 USD Non-Regulated Fund Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 6321.42 USD Non-Regulated Fund A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 47026.35 USD Non-Regulated Fund A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 17238.83 USD Non-Regulated Fund A-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 50411.45 USD Non-Regulated Fund A-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 76681.91 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 25161.03 USD Non-Regulated Fund CB-2 Yes Liberty Capital Markets Inc.