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 121 - 150 Days 68472.25 USD Non-Regulated Fund N-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 37903.70 USD Non-Regulated Fund N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 43031.31 USD Non-Regulated Fund N-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 9222.41 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 31066.54 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 16398.28 USD Non-Regulated Fund N-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 12174.42 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 64701.04 USD Non-Regulated Fund P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 12382.30 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 56754.32 USD Non-Regulated Fund Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 56646.35 USD Non-Regulated Fund Y-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 40621.21 USD Non-Regulated Fund Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 13714.26 USD Non-Regulated Fund Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 706.71 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 64936.46 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 33853.30 USD Non-Regulated Fund A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 53424.11 USD Non-Regulated Fund A-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 13920.43 USD Non-Regulated Fund A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 85505.00 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 9875.64 USD Non-Regulated Fund CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 37862.24 USD Non-Regulated Fund CB-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 3947.43 USD Non-Regulated Fund E-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 27853.83 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 11433.08 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 73294.22 USD Non-Regulated Fund G-2 Yes