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 75 - 82 Days 74651.95 USD Non-Regulated Fund L-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 34700.69 USD Non-Regulated Fund L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 71444.08 USD Non-Regulated Fund L-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 55602.27 USD Non-Regulated Fund L-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 41478.66 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 5553.26 USD Non-Regulated Fund LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 36187.89 USD Non-Regulated Fund LC-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 8567.88 USD Non-Regulated Fund N-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 81391.17 USD Non-Regulated Fund N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 1851.66 USD Non-Regulated Fund N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 47300.59 USD Non-Regulated Fund N-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 67067.01 USD Non-Regulated Fund N-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 14302.81 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 14136.71 USD Non-Regulated Fund N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 39897.90 USD Non-Regulated Fund P-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 10838.84 USD Non-Regulated Fund P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 50758.84 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 75515.06 USD Non-Regulated Fund Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 73482.25 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 2865.76 USD Non-Regulated Fund Y-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 82419.48 USD Non-Regulated Fund Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 57841.53 USD Non-Regulated Fund Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 25942.32 USD Non-Regulated Fund A-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 72255.56 USD Non-Regulated Fund A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 29809.32 USD Non-Regulated Fund A-4 No