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 34 6702.84 USD Non-Regulated Fund LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 26578.33 USD Non-Regulated Fund N-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 73404.39 USD Non-Regulated Fund N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 82978.49 USD Non-Regulated Fund N-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 75410.05 USD Non-Regulated Fund N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 51747.19 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 35383.53 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 2537.48 USD Non-Regulated Fund N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 63423.10 USD Non-Regulated Fund P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 3774.71 USD Non-Regulated Fund P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 70610.11 USD Non-Regulated Fund S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 76542.86 USD Non-Regulated Fund Y-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 22173.13 USD Non-Regulated Fund Y-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 13589.98 USD Non-Regulated Fund Y-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 56670.41 USD Non-Regulated Fund Y-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 67437.80 USD Non-Regulated Fund Z-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 22473.17 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 77139.55 USD Non-Regulated Fund A-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 29556.62 USD Non-Regulated Fund A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 30780.02 USD Non-Regulated Fund A-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 67272.57 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 43115.40 USD Non-Regulated Fund CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 61571.70 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 83794.71 USD Non-Regulated Fund E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 57881.89 USD Non-Regulated Fund E-2 No