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 49 59864.73 USD Non-Regulated Fund Z-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 27536.07 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 13381.66 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 73470.37 USD Non-Regulated Fund A-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 64870.43 USD Non-Regulated Fund A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 38539.03 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 37049.58 USD Non-Regulated Fund CB-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 23894.66 USD Non-Regulated Fund CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 20390.61 USD Non-Regulated Fund E-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 6118.28 USD Non-Regulated Fund E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 4453.08 USD Non-Regulated Fund G-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 80153.67 USD Non-Regulated Fund G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 29089.05 USD Non-Regulated Fund G-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 20509.51 USD Non-Regulated Fund IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 66882.17 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 74702.87 USD Non-Regulated Fund S-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 72917.90 USD Non-Regulated Fund S-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 34575.20 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 52292.04 USD Non-Regulated Fund S-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 26331.69 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 43787.42 USD Non-Regulated Fund S-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 2882.84 USD Non-Regulated Fund S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 15303.19 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 26698.17 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 50 64579.98 USD Non-Regulated Fund A-2-Q No