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 20 40596.52 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 10149.19 USD Non-Regulated Fund CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 55879.65 USD Non-Regulated Fund E-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 41563.28 USD Non-Regulated Fund E-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 13763.85 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 13267.91 USD Non-Regulated Fund E-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 2006.70 USD Non-Regulated Fund E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 26408.29 USD Non-Regulated Fund E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 15926.63 USD Non-Regulated Fund E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 58362.57 USD Non-Regulated Fund E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 46185.45 USD Non-Regulated Fund G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 43053.87 USD Non-Regulated Fund IG-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 36257.00 USD Non-Regulated Fund IG-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 12243.54 USD Non-Regulated Fund IG-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3454.60 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 72618.57 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 17689.28 USD Non-Regulated Fund IG-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 17882.92 USD Non-Regulated Fund L-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 21087.50 USD Non-Regulated Fund L-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 77358.05 USD Non-Regulated Fund L-11 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 47594.29 USD Non-Regulated Fund L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 29486.19 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 48494.79 USD Non-Regulated Fund L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 18591.34 USD Non-Regulated Fund L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 80107.34 USD Non-Regulated Fund L-6 Yes Liberty International Finance Ltd.