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 >3 Yr <= 4 Yr 76109.61 USD Non-Regulated Fund L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 75084.50 USD Non-Regulated Fund L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 66042.69 USD Non-Regulated Fund L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 78398.29 USD Non-Regulated Fund L-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 24057.46 USD Non-Regulated Fund L-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 14125.82 USD Non-Regulated Fund L-9 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 79853.52 USD Non-Regulated Fund LC-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 10524.25 USD Non-Regulated Fund LC-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 8028.85 USD Non-Regulated Fund N-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 5907.59 USD Non-Regulated Fund N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 56974.82 USD Non-Regulated Fund N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 29741.15 USD Non-Regulated Fund N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 33401.39 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 55484.42 USD Non-Regulated Fund N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 63906.28 USD Non-Regulated Fund N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 42706.74 USD Non-Regulated Fund P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 1731.06 USD Non-Regulated Fund P-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 8787.08 USD Non-Regulated Fund S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 24590.90 USD Non-Regulated Fund Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 19872.19 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 76582.46 USD Non-Regulated Fund Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 27745.56 USD Non-Regulated Fund Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 23354.91 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 78773.26 USD Non-Regulated Fund A-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 77416.93 USD Non-Regulated Fund A-3 No