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 54 64274.47 USD Non-Regulated Fund IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 71191.93 USD Non-Regulated Fund C-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 71073.65 USD Non-Regulated Fund CB-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 10547.68 USD Non-Regulated Fund E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 47612.18 USD Non-Regulated Fund E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 47607.63 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 8118.80 USD Non-Regulated Fund E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 64147.34 USD Non-Regulated Fund E-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 78111.65 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 84709.36 USD Non-Regulated Fund E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 7600.11 USD Non-Regulated Fund E-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 52323.14 USD Non-Regulated Fund G-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 15355.88 USD Non-Regulated Fund IG-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 80039.14 USD Non-Regulated Fund IG-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 19263.71 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 35809.14 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 76463.65 USD Non-Regulated Fund IG-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 44261.80 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 14369.83 USD Non-Regulated Fund L-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 8622.44 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 68271.12 USD Non-Regulated Fund L-11 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 13271.31 USD Non-Regulated Fund L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 61146.01 USD Non-Regulated Fund L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 56763.42 USD Non-Regulated Fund L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 67320.28 USD Non-Regulated Fund L-5 Yes