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 271 - 364 Days 11406.88 USD Non-Regulated Fund IG-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 76981.85 USD Non-Regulated Fund IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 54498.49 USD Non-Regulated Fund IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 12655.47 USD Non-Regulated Fund L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 73592.11 USD Non-Regulated Fund L-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 13398.27 USD Non-Regulated Fund L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 10674.63 USD Non-Regulated Fund L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 35557.01 USD Non-Regulated Fund L-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 25532.95 USD Non-Regulated Fund L-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 82337.09 USD Non-Regulated Fund L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 81295.81 USD Non-Regulated Fund L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 15068.78 USD Non-Regulated Fund L-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 33474.83 USD Non-Regulated Fund L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 75743.18 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 65108.23 USD Non-Regulated Fund LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 41566.78 USD Non-Regulated Fund LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 42611.14 USD Non-Regulated Fund N-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 57834.67 USD Non-Regulated Fund N-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 13953.09 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 18209.52 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 8231.79 USD Non-Regulated Fund N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 6341.22 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 51697.06 USD Non-Regulated Fund N-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 44125.88 USD Non-Regulated Fund P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 50769.13 USD Non-Regulated Fund P-2 Yes