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 56 8989.13 USD Non-Regulated Fund E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 85689.05 USD Non-Regulated Fund E-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 34774.29 USD Non-Regulated Fund IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 40311.96 USD Non-Regulated Fund IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 83683.57 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 43522.20 USD Non-Regulated Fund CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 66253.17 USD Non-Regulated Fund E-10 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 40484.09 USD Non-Regulated Fund E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 10773.88 USD Non-Regulated Fund E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 57030.33 USD Non-Regulated Fund E-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 66897.20 USD Non-Regulated Fund E-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 64262.08 USD Non-Regulated Fund E-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 66814.77 USD Non-Regulated Fund E-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 44052.92 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 11368.17 USD Non-Regulated Fund G-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 82700.72 USD Non-Regulated Fund IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 28878.29 USD Non-Regulated Fund IG-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 42507.40 USD Non-Regulated Fund IG-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 7075.47 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 13191.66 USD Non-Regulated Fund IG-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 83537.75 USD Non-Regulated Fund IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 32350.27 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 17347.91 USD Non-Regulated Fund L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 17595.39 USD Non-Regulated Fund L-11 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 68559.77 USD Non-Regulated Fund L-2 Yes