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 58 20646.89 USD Non-Regulated Fund L-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 83045.50 USD Non-Regulated Fund L-11 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 68999.63 USD Non-Regulated Fund L-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 68263.98 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 44301.39 USD Non-Regulated Fund L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 48477.04 USD Non-Regulated Fund L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 7221.54 USD Non-Regulated Fund L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 41297.21 USD Non-Regulated Fund L-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 76199.65 USD Non-Regulated Fund L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 24257.07 USD Non-Regulated Fund L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 58735.88 USD Non-Regulated Fund LC-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 74467.07 USD Non-Regulated Fund LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 62898.95 USD Non-Regulated Fund N-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 19031.39 USD Non-Regulated Fund N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 79327.02 USD Non-Regulated Fund N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 33483.04 USD Non-Regulated Fund N-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 79552.10 USD Non-Regulated Fund N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 11689.23 USD Non-Regulated Fund N-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 80647.58 USD Non-Regulated Fund N-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 46671.30 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 1900.00 USD Non-Regulated Fund P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 35190.34 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 32708.59 USD Non-Regulated Fund Y-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 68443.88 USD Non-Regulated Fund Y-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 17275.20 USD Non-Regulated Fund Y-3 Yes Liberty Wealth Management LLC