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 51 36694.98 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 40731.50 USD Non-Regulated Fund L-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 6756.14 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 37818.09 USD Non-Regulated Fund L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 20267.31 USD Non-Regulated Fund L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 74376.37 USD Non-Regulated Fund L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 7311.47 USD Non-Regulated Fund L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 4776.57 USD Non-Regulated Fund L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 26575.08 USD Non-Regulated Fund L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 53491.30 USD Non-Regulated Fund L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 11881.24 USD Non-Regulated Fund L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 18712.67 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 28875.49 USD Non-Regulated Fund LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 82004.08 USD Non-Regulated Fund LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 14795.70 USD Non-Regulated Fund N-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 28820.50 USD Non-Regulated Fund N-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 55283.95 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 12426.70 USD Non-Regulated Fund N-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 26212.13 USD Non-Regulated Fund N-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 56054.15 USD Non-Regulated Fund N-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 76485.77 USD Non-Regulated Fund N-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 81993.54 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 67498.72 USD Non-Regulated Fund P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 46905.44 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 51 66927.51 USD Non-Regulated Fund Y-1 Yes