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 57 57509.54 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 31301.16 USD Non-Regulated Fund N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 77269.20 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 65795.87 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 33837.01 USD Non-Regulated Fund N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 86913.74 USD Non-Regulated Fund P-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 31299.52 USD Non-Regulated Fund P-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 22281.28 USD Non-Regulated Fund S-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 27822.41 USD Non-Regulated Fund Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 16664.71 USD Non-Regulated Fund Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 20657.67 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 62602.36 USD Non-Regulated Fund Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 80647.03 USD Non-Regulated Fund Z-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 46553.73 USD Non-Regulated Fund A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 9286.67 USD Non-Regulated Fund A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 18861.03 USD Non-Regulated Fund A-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 18448.57 USD Non-Regulated Fund A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 69596.05 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 73444.84 USD Non-Regulated Fund CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 6648.42 USD Non-Regulated Fund CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 53530.39 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 57116.92 USD Non-Regulated Fund E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 18706.14 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 67445.21 USD Non-Regulated Fund G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 57 51734.35 USD Non-Regulated Fund G-3 No Liberty Wealth Management LLC