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 37 24337.45 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 46323.77 USD Non-Regulated Fund P-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 26564.07 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 24695.69 USD Non-Regulated Fund Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 67164.37 USD Non-Regulated Fund Y-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 4868.26 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 57433.85 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 17202.33 USD Non-Regulated Fund Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 59384.55 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 77881.55 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 12100.78 USD Non-Regulated Fund A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 13834.02 USD Non-Regulated Fund A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 16481.63 USD Non-Regulated Fund CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 12951.66 USD Non-Regulated Fund CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 62924.69 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 74358.33 USD Non-Regulated Fund E-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 57313.13 USD Non-Regulated Fund E-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 13445.11 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 20498.65 USD Non-Regulated Fund G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 10401.43 USD Non-Regulated Fund G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 77247.78 USD Non-Regulated Fund IG-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 18905.42 USD Non-Regulated Fund IG-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 47288.07 USD Non-Regulated Fund S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 81365.22 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 37 12591.30 USD Non-Regulated Fund S-3 Yes