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 38443.38 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 3723.86 USD Non-Regulated Fund Z-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 46103.68 USD Non-Regulated Fund A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 77291.58 USD Non-Regulated Fund A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 71185.86 USD Non-Regulated Fund A-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 17920.42 USD Non-Regulated Fund A-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 32585.88 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 26365.39 USD Non-Regulated Fund CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 46025.31 USD Non-Regulated Fund CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 14428.75 USD Non-Regulated Fund E-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 8233.94 USD Non-Regulated Fund E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 25983.99 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 20185.40 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 77250.44 USD Non-Regulated Fund G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 37774.79 USD Non-Regulated Fund IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 54107.40 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 78823.79 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 22520.78 USD Non-Regulated Fund S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 22697.43 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 43143.18 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 49763.98 USD Non-Regulated Fund S-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 16880.63 USD Non-Regulated Fund S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 58 43400.21 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 40856.03 USD Non-Regulated Fund A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 6514.12 USD Non-Regulated Fund A-1-Q Yes Liberty International Finance Ltd.