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 83 - 90 Days 20091.89 USD Other A-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 58968.56 USD Other A-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 32048.26 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 30596.61 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 23465.73 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 21743.61 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 1610.69 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 53370.59 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 57700.52 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 63799.45 USD Other G-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 41133.57 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 36883.72 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 60893.34 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 33313.69 USD Other IG-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 44103.95 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 62015.22 USD Other S-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 70966.28 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 31975.25 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 33252.60 USD Other S-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 68582.27 USD Other S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 70038.91 USD Other S-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 31625.83 USD Other A-0-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 21184.19 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 71756.23 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 35981.98 USD Other A-3-Q Yes