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 91 - 120 Days 14726.82 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 28315.94 USD Other E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 16323.41 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 52333.51 USD Other E-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 33533.45 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 81195.80 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 35610.42 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 62757.14 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 39193.86 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 55989.57 USD Other IG-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 69953.89 USD Other IG-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 33662.92 USD Other L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 69070.22 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 33934.27 USD Other L-11 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 82102.23 USD Other L-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 35146.42 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 60889.91 USD Other L-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 51730.57 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 54199.34 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 19778.39 USD Other L-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 62050.41 USD Other L-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 20034.35 USD Other L-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 80934.15 USD Other LC-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 5706.74 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 21284.57 USD Other N-1 No Liberty International Finance Ltd.