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 29 83019.54 USD Non-Regulated Fund L-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 59998.41 USD Non-Regulated Fund L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 44939.23 USD Non-Regulated Fund L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 45396.41 USD Non-Regulated Fund L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 47781.04 USD Non-Regulated Fund LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 43914.65 USD Non-Regulated Fund LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 78816.01 USD Non-Regulated Fund N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 52296.53 USD Non-Regulated Fund N-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 68087.95 USD Non-Regulated Fund N-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 22551.11 USD Non-Regulated Fund N-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 58174.39 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 73983.27 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 50131.76 USD Non-Regulated Fund N-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 72715.03 USD Non-Regulated Fund P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 27408.74 USD Non-Regulated Fund P-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 46048.82 USD Non-Regulated Fund S-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 37491.45 USD Non-Regulated Fund Y-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 17715.17 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 7190.83 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 61537.89 USD Non-Regulated Fund Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 62032.15 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 51740.52 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 58543.27 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 51865.97 USD Non-Regulated Fund A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 74262.16 USD Non-Regulated Fund A-5 No