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 68 - 74 Days 37652.92 USD Other L-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 40225.07 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 60070.37 USD Other L-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 31660.07 USD Other L-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 11295.11 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 64038.31 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 63171.28 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 46467.05 USD Other N-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 80.79 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 11021.03 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 71299.39 USD Other N-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 77949.57 USD Other N-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 22914.52 USD Other N-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 3532.76 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 54986.14 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 9300.25 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 62699.38 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 87017.06 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 27582.53 USD Other Y-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 53080.21 USD Other Y-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 41287.83 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 34916.77 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 77786.32 USD Other A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 75935.82 USD Other A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 82467.78 USD Other A-4 No