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
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 86691.00 USD Retail S-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 13298.27 USD Retail Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 63130.44 USD Retail Y-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 42808.93 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 73455.31 USD Retail Y-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 57502.55 USD Retail Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 50989.88 USD Retail A-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 23336.05 USD Retail A-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 8728.98 USD Retail A-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 78774.51 USD Retail A-5 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 57305.83 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 37472.97 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 74386.69 USD Retail CB-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 51102.95 USD Retail E-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 69801.43 USD Retail E-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 81393.29 USD Retail G-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 12252.94 USD Retail G-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 20468.63 USD Retail G-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 28135.43 USD Retail IG-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 23251.00 USD Retail IG-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 46702.94 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 34143.61 USD Retail S-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 40403.37 USD Retail S-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 28177.14 USD Retail S-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 7 79668.56 USD Retail S-5 Yes