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 151 - 179 Days 64627.80 USD Non-Regulated Fund L-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 18824.93 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 57006.04 USD Non-Regulated Fund L-11 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 10041.52 USD Non-Regulated Fund L-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 3265.46 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 64979.98 USD Non-Regulated Fund L-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 77985.53 USD Non-Regulated Fund L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 14280.26 USD Non-Regulated Fund L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 30027.73 USD Non-Regulated Fund L-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 46776.62 USD Non-Regulated Fund L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 22436.72 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63715.55 USD Non-Regulated Fund LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 44111.27 USD Non-Regulated Fund LC-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63254.66 USD Non-Regulated Fund N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 52736.17 USD Non-Regulated Fund N-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 11964.94 USD Non-Regulated Fund N-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 74527.31 USD Non-Regulated Fund N-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 150.51 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 47853.56 USD Non-Regulated Fund N-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 29708.37 USD Non-Regulated Fund N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 64973.32 USD Non-Regulated Fund P-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 58401.21 USD Non-Regulated Fund P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 48267.53 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 23257.13 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 626.31 USD Non-Regulated Fund Y-2 No Liberty Capital Markets Inc.