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 2451.70 USD Non-Regulated Fund S-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 76021.54 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 42052.80 USD Non-Regulated Fund Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 78351.78 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 6704.82 USD Non-Regulated Fund Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 75077.01 USD Non-Regulated Fund Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 29901.76 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 37640.34 USD Non-Regulated Fund A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 64977.18 USD Non-Regulated Fund A-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 29925.36 USD Non-Regulated Fund A-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 42166.59 USD Non-Regulated Fund CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 24399.09 USD Non-Regulated Fund CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 12796.92 USD Non-Regulated Fund CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 440.52 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 3364.54 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 65176.90 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 12864.54 USD Non-Regulated Fund G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 1915.23 USD Non-Regulated Fund G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 60750.17 USD Non-Regulated Fund IG-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 23981.01 USD Non-Regulated Fund IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 24911.67 USD Non-Regulated Fund S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 50426.47 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 76187.79 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 51901.08 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 12324.78 USD Non-Regulated Fund S-5 No