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 54 21032.48 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 43106.57 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 78854.28 USD Other S-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 25516.96 USD Other S-4-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 79612.48 USD Other CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 26212.17 USD Other G-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 23355.68 USD Other G-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 56176.80 USD Other G-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 62085.05 USD Other S-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 17847.96 USD Other S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 48906.43 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 11490.59 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 30311.16 USD Other E-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 55680.64 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 58196.69 USD Other IG-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 22811.42 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 48209.30 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 49154.72 USD Other E-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 24559.94 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 66202.44 USD Other E-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 30769.84 USD Other E-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 24355.67 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 48104.94 USD Other E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 27975.12 USD Other E-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 45439.73 USD Other E-9 No Liberty Wealth Management LLC