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 151 - 179 Days 15864.01 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 6059.84 USD Non-Regulated Fund S-5-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 23018.84 USD Non-Regulated Fund S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 83983.92 USD Non-Regulated Fund S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 69423.75 USD Non-Regulated Fund E-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 29162.50 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 66947.10 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 35644.31 USD Non-Regulated Fund IG-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 17932.60 USD Non-Regulated Fund C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 17378.03 USD Non-Regulated Fund CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 19282.40 USD Non-Regulated Fund E-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 5301.34 USD Non-Regulated Fund E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 21730.83 USD Non-Regulated Fund E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 27281.69 USD Non-Regulated Fund E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 47871.51 USD Non-Regulated Fund E-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 79449.69 USD Non-Regulated Fund E-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 54677.00 USD Non-Regulated Fund E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 21714.54 USD Non-Regulated Fund E-9 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 11427.25 USD Non-Regulated Fund G-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 23786.77 USD Non-Regulated Fund IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 50754.22 USD Non-Regulated Fund IG-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 36116.05 USD Non-Regulated Fund IG-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65185.12 USD Non-Regulated Fund IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 6982.90 USD Non-Regulated Fund IG-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 2621.62 USD Non-Regulated Fund IG-8 Yes