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 180 - 270 Days 77761.20 USD Non-Regulated Fund LC-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 64685.63 USD Non-Regulated Fund LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 86843.53 USD Non-Regulated Fund N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 26125.13 USD Non-Regulated Fund N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 16872.31 USD Non-Regulated Fund N-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 20629.44 USD Non-Regulated Fund N-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 53141.80 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 50749.33 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 82882.25 USD Non-Regulated Fund N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 43123.70 USD Non-Regulated Fund P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 7248.66 USD Non-Regulated Fund P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 55841.55 USD Non-Regulated Fund S-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 46035.08 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 70834.74 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 77391.76 USD Non-Regulated Fund Y-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 62443.00 USD Non-Regulated Fund Y-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 51940.11 USD Non-Regulated Fund Z-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 53506.68 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 31295.92 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 58207.10 USD Non-Regulated Fund A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 55101.25 USD Non-Regulated Fund A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 70119.88 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 14151.84 USD Non-Regulated Fund CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 76676.12 USD Non-Regulated Fund CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 85323.90 USD Non-Regulated Fund E-1 No Liberty Wealth Management LLC