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 38 68353.06 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 83347.60 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 73969.20 USD Other N-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 21182.78 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 28183.24 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 53410.51 USD Other S-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 26691.93 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 32822.97 USD Other Y-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 63758.25 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 22040.49 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 85083.25 USD Other Z-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 77146.53 USD Other A-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 56742.87 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 24850.49 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 61232.15 USD Other A-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 35891.22 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 67.72 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 58085.84 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 49398.20 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 33071.82 USD Other E-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 85163.55 USD Other G-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 18142.81 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 28749.10 USD Other G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 52070.81 USD Other IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 38 52768.18 USD Other IG-2 Yes Liberty Wealth Management LLC