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 68 - 74 Days 54939.84 USD Non-Regulated Fund P-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 33725.98 USD Non-Regulated Fund P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 50820.99 USD Non-Regulated Fund S-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 40313.60 USD Non-Regulated Fund Y-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 64704.45 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 41508.68 USD Non-Regulated Fund Y-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 42105.54 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 81883.39 USD Non-Regulated Fund Z-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 81631.73 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 50545.57 USD Non-Regulated Fund A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 56910.99 USD Non-Regulated Fund A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 85236.71 USD Non-Regulated Fund A-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 28313.33 USD Non-Regulated Fund CB-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 49629.51 USD Non-Regulated Fund CB-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 65871.93 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 58622.90 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 27864.11 USD Non-Regulated Fund E-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 61061.97 USD Non-Regulated Fund G-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 47018.38 USD Non-Regulated Fund G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 1617.99 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 54711.43 USD Non-Regulated Fund IG-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 44026.59 USD Non-Regulated Fund IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 59615.68 USD Non-Regulated Fund S-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 37249.08 USD Non-Regulated Fund S-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 45487.90 USD Non-Regulated Fund S-3 Yes Liberty International Finance Ltd.