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 Day 25 7044.69 USD Non-Regulated Fund N-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 57773.49 USD Non-Regulated Fund N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 65036.67 USD Non-Regulated Fund N-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 29631.48 USD Non-Regulated Fund N-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 27611.06 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 9626.73 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 18675.01 USD Non-Regulated Fund N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 60756.88 USD Non-Regulated Fund P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 11460.26 USD Non-Regulated Fund P-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 45165.15 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 16588.69 USD Non-Regulated Fund Y-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 85074.53 USD Non-Regulated Fund Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 37669.01 USD Non-Regulated Fund Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 44673.50 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 50341.00 USD Non-Regulated Fund Z-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 31436.20 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 50321.18 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 4456.96 USD Non-Regulated Fund A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 28566.85 USD Non-Regulated Fund A-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 16259.49 USD Non-Regulated Fund CB-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 86864.61 USD Non-Regulated Fund CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 29822.34 USD Non-Regulated Fund CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 63001.58 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 46868.30 USD Non-Regulated Fund E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 3752.72 USD Non-Regulated Fund G-1 Yes Liberty Wealth Management LLC