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 40 6778.27 USD Non-Regulated Fund L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 55892.28 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 53294.76 USD Non-Regulated Fund L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 54259.98 USD Non-Regulated Fund L-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 16800.04 USD Non-Regulated Fund L-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 37589.72 USD Non-Regulated Fund L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 46757.42 USD Non-Regulated Fund L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 27566.42 USD Non-Regulated Fund L-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 18320.81 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 17742.99 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 19731.70 USD Non-Regulated Fund N-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 34531.00 USD Non-Regulated Fund N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 8034.39 USD Non-Regulated Fund N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 41831.98 USD Non-Regulated Fund N-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 71819.96 USD Non-Regulated Fund N-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 20910.83 USD Non-Regulated Fund N-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 80933.72 USD Non-Regulated Fund N-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 35873.05 USD Non-Regulated Fund P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 86723.52 USD Non-Regulated Fund P-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 36461.88 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 57476.98 USD Non-Regulated Fund Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 70060.25 USD Non-Regulated Fund Y-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 81307.74 USD Non-Regulated Fund Y-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 65544.58 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 18821.30 USD Non-Regulated Fund Z-1 Yes Liberty International Finance Ltd.