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 >5 Yr 18248.28 USD Non-Regulated Fund L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 20940.04 USD Non-Regulated Fund L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 37331.96 USD Non-Regulated Fund L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 77783.26 USD Non-Regulated Fund L-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 45267.08 USD Non-Regulated Fund L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 65531.84 USD Non-Regulated Fund L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 62470.03 USD Non-Regulated Fund L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 75161.43 USD Non-Regulated Fund L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 83069.74 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 63757.17 USD Non-Regulated Fund LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 80781.79 USD Non-Regulated Fund LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 3519.59 USD Non-Regulated Fund N-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 60563.74 USD Non-Regulated Fund N-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 20110.12 USD Non-Regulated Fund N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 82099.29 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 36360.25 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 49858.02 USD Non-Regulated Fund N-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 2406.62 USD Non-Regulated Fund N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 84195.72 USD Non-Regulated Fund P-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 6845.48 USD Non-Regulated Fund P-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 42623.86 USD Non-Regulated Fund S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 28312.51 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 19801.35 USD Non-Regulated Fund Y-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 18254.70 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 43972.67 USD Non-Regulated Fund Y-4 No Liberty Mortgage Services Corp.