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 Day 7 66306.65 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 17016.89 USD Other Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 33660.64 USD Other A-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 12131.78 USD Other A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 50477.56 USD Other A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 38783.42 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 86806.18 USD Other CB-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 5362.28 USD Other CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 49979.65 USD Other CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 72896.25 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 11597.97 USD Other E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 62612.69 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 23808.27 USD Other G-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 30309.56 USD Other G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 41841.08 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 53066.56 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 84159.16 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 28456.74 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 61260.61 USD Other S-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 37579.66 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 19558.03 USD Other S-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 2535.47 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 7 26191.80 USD Other S-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 41447.81 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 38201.97 USD Other A-1-Q No