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 32 73870.83 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 83164.63 USD Non-Regulated Fund N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 42832.62 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 69097.80 USD Non-Regulated Fund N-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 18488.08 USD Non-Regulated Fund N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 63857.21 USD Non-Regulated Fund P-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 78150.37 USD Non-Regulated Fund P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 70661.66 USD Non-Regulated Fund S-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 37892.82 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 11258.05 USD Non-Regulated Fund Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 14596.74 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 25711.15 USD Non-Regulated Fund Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 34134.91 USD Non-Regulated Fund Z-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 63111.65 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 45072.65 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 81257.77 USD Non-Regulated Fund A-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 12018.99 USD Non-Regulated Fund A-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 24759.12 USD Non-Regulated Fund CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 19156.49 USD Non-Regulated Fund CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 40121.44 USD Non-Regulated Fund CB-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 27698.00 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 46744.25 USD Non-Regulated Fund E-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 61078.35 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 60211.52 USD Non-Regulated Fund G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 26687.86 USD Non-Regulated Fund G-3 Yes Liberty Wealth Management LLC