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 7163.08 USD Non-Regulated Fund L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 62954.46 USD Non-Regulated Fund L-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 46364.67 USD Non-Regulated Fund L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 1367.87 USD Non-Regulated Fund L-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 63118.22 USD Non-Regulated Fund L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 8635.48 USD Non-Regulated Fund L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 13717.20 USD Non-Regulated Fund L-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 17063.08 USD Non-Regulated Fund LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 13129.32 USD Non-Regulated Fund LC-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 71846.39 USD Non-Regulated Fund N-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 44891.63 USD Non-Regulated Fund N-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 11112.62 USD Non-Regulated Fund N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 74507.23 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 76600.39 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 7531.34 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 74845.12 USD Non-Regulated Fund N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 60890.36 USD Non-Regulated Fund P-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 77893.30 USD Non-Regulated Fund P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 61441.20 USD Non-Regulated Fund S-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 45492.12 USD Non-Regulated Fund Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 35886.38 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 20922.64 USD Non-Regulated Fund Y-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 60.62 USD Non-Regulated Fund Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 70306.68 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 60737.80 USD Non-Regulated Fund A-2 No