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 55 10596.42 USD Non-Regulated Fund G-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 18415.11 USD Non-Regulated Fund IG-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 57403.23 USD Non-Regulated Fund IG-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 18755.93 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 43173.36 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 29170.62 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 16793.34 USD Non-Regulated Fund IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 64352.95 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 62167.78 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 67519.45 USD Non-Regulated Fund L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 42963.26 USD Non-Regulated Fund L-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 2698.72 USD Non-Regulated Fund L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 48184.02 USD Non-Regulated Fund L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 66973.42 USD Non-Regulated Fund L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 58351.20 USD Non-Regulated Fund L-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 46813.28 USD Non-Regulated Fund L-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 59678.23 USD Non-Regulated Fund L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 71244.93 USD Non-Regulated Fund L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 63726.76 USD Non-Regulated Fund LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 36396.79 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 5398.27 USD Non-Regulated Fund N-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 61834.40 USD Non-Regulated Fund N-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 48188.48 USD Non-Regulated Fund N-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 33037.66 USD Non-Regulated Fund N-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 49432.07 USD Non-Regulated Fund N-5 Yes Liberty Wealth Management LLC