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 61 - 67 Days 24428.45 USD Non-Regulated Fund L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 83165.78 USD Non-Regulated Fund L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 23330.38 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 75908.93 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 20412.90 USD Non-Regulated Fund N-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 45468.86 USD Non-Regulated Fund N-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 51439.83 USD Non-Regulated Fund N-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 10606.68 USD Non-Regulated Fund N-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 47051.43 USD Non-Regulated Fund N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 52504.29 USD Non-Regulated Fund N-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 31760.64 USD Non-Regulated Fund N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 41041.22 USD Non-Regulated Fund P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 26955.40 USD Non-Regulated Fund P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 13828.12 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 28600.87 USD Non-Regulated Fund Y-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 83243.51 USD Non-Regulated Fund Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 26512.13 USD Non-Regulated Fund Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 21003.12 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 40677.90 USD Non-Regulated Fund Z-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 12779.34 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 28397.09 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 35354.52 USD Non-Regulated Fund A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 67068.26 USD Non-Regulated Fund A-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 79134.71 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 53343.61 USD Non-Regulated Fund CB-2 No Liberty International Finance Ltd.