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 56 21419.51 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 16932.79 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 45201.59 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 36552.52 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 12568.98 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 27177.59 USD Other P-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 25641.08 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 40926.76 USD Other S-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 28315.26 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 40469.26 USD Other Y-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 17630.57 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 80949.28 USD Other Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 66323.68 USD Other Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 78265.71 USD Other A-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 81715.66 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 70954.41 USD Other A-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 52561.99 USD Other A-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 72284.62 USD Other CB-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 8769.67 USD Other CB-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 84716.04 USD Other CB-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 67918.96 USD Other E-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 83983.91 USD Other E-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 83350.71 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 55423.75 USD Other G-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 69529.71 USD Other G-3 No Liberty Capital Markets Inc.