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 91 - 120 Days 32410.62 USD Non-Regulated Fund S-7-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 83958.87 USD Non-Regulated Fund E-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 53906.82 USD Non-Regulated Fund E-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 43611.51 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 74356.71 USD Non-Regulated Fund IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 33198.41 USD Non-Regulated Fund C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 5149.24 USD Non-Regulated Fund CB-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 74160.57 USD Non-Regulated Fund E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 62287.83 USD Non-Regulated Fund E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 77106.71 USD Non-Regulated Fund E-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 21242.78 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 6719.22 USD Non-Regulated Fund E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 85019.06 USD Non-Regulated Fund E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 65174.78 USD Non-Regulated Fund E-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 43736.13 USD Non-Regulated Fund E-9 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 74570.23 USD Non-Regulated Fund G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 14961.74 USD Non-Regulated Fund IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 79853.14 USD Non-Regulated Fund IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 49386.83 USD Non-Regulated Fund IG-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 7030.41 USD Non-Regulated Fund IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 24591.62 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 37582.72 USD Non-Regulated Fund IG-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 61752.52 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 80389.24 USD Non-Regulated Fund L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 7298.73 USD Non-Regulated Fund L-11 No Liberty Capital Markets Inc.