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 59 15632.35 USD Non-Regulated Fund E-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 2770.62 USD Non-Regulated Fund E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 41331.55 USD Non-Regulated Fund E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 13872.63 USD Non-Regulated Fund E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 36690.64 USD Non-Regulated Fund E-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 18019.35 USD Non-Regulated Fund E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 46740.90 USD Non-Regulated Fund G-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 15069.10 USD Non-Regulated Fund IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 23844.11 USD Non-Regulated Fund IG-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 22464.81 USD Non-Regulated Fund IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 79993.18 USD Non-Regulated Fund IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 44232.06 USD Non-Regulated Fund IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 25898.58 USD Non-Regulated Fund IG-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 70393.12 USD Non-Regulated Fund L-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 7193.20 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 61367.27 USD Non-Regulated Fund L-11 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 43843.37 USD Non-Regulated Fund L-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 44489.95 USD Non-Regulated Fund L-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 43057.35 USD Non-Regulated Fund L-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 22231.39 USD Non-Regulated Fund L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 36869.46 USD Non-Regulated Fund L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 75561.56 USD Non-Regulated Fund L-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 42405.17 USD Non-Regulated Fund L-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 71525.81 USD Non-Regulated Fund L-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 59 77837.76 USD Non-Regulated Fund LC-1 No Liberty International Finance Ltd.