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 24 62566.56 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 71494.76 USD Other N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 62600.67 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 11394.95 USD Other N-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 29232.88 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 82548.39 USD Other N-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 957.54 USD Other N-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 5499.42 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 68197.98 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 27781.95 USD Other S-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 2925.85 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 49284.82 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 3606.82 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 82362.08 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 51136.43 USD Other Z-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 6455.77 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 59907.62 USD Other A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 23401.83 USD Other A-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 24514.41 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 44215.09 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 25850.05 USD Other CB-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 54299.49 USD Other CB-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 63969.27 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 46779.79 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 43000.53 USD Other G-1 No Liberty Capital Markets Inc.