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 25 14985.93 USD Retail S-3-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 57661.49 USD Retail S-4-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 66987.02 USD Retail CB-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 46250.88 USD Retail G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 8882.52 USD Retail G-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 28758.19 USD Retail G-3-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 18284.96 USD Retail S-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 47675.18 USD Retail S-6-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 71778.88 USD Retail S-7-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 75842.20 USD Retail E-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 15123.37 USD Retail E-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 72670.09 USD Retail IG-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 75033.31 USD Retail IG-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 46429.58 USD Retail C-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 38748.42 USD Retail CB-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 52860.34 USD Retail E-10 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 65673.59 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 4496.22 USD Retail E-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 68129.56 USD Retail E-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 69740.75 USD Retail E-6 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 18706.15 USD Retail E-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 36871.49 USD Retail E-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 9952.02 USD Retail E-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 31207.74 USD Retail G-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 25 85123.33 USD Retail IG-3 No Liberty Wealth Management LLC