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 52 46456.36 USD Non-Regulated Fund E-10 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 82504.33 USD Non-Regulated Fund E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 40370.46 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 37509.02 USD Non-Regulated Fund E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 4957.79 USD Non-Regulated Fund E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 10060.19 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 28800.77 USD Non-Regulated Fund E-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 63711.86 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 74704.52 USD Non-Regulated Fund G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 78048.26 USD Non-Regulated Fund IG-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 12660.65 USD Non-Regulated Fund IG-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 65734.46 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 64067.07 USD Non-Regulated Fund IG-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 50995.49 USD Non-Regulated Fund IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 81882.98 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 16548.01 USD Non-Regulated Fund L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 62131.54 USD Non-Regulated Fund L-10 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 57428.36 USD Non-Regulated Fund L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 16600.13 USD Non-Regulated Fund L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 13675.11 USD Non-Regulated Fund L-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 9437.27 USD Non-Regulated Fund L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 33362.18 USD Non-Regulated Fund L-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 34027.87 USD Non-Regulated Fund L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 51397.46 USD Non-Regulated Fund L-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 56387.00 USD Non-Regulated Fund L-8 No