Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.1: Derivative Payables

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 80403.46 Day 1 8153.39 <30 Days N-3 13761.50 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 63191.84 Day 1 6132.34 Open N-4 10233.40 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 40956.65 Day 1 4251.43 Open N-5 3806.71 No Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 8274.69 Day 1 568.17 <30 Days N-6 251.44 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 54023.60 Day 1 6577.68 Open N-7 7033.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 90675.39 Day 1 10281.12 91-180 Days P-1 6614.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 31110.27 Day 1 1780.76 30-90 Days P-2 5156.23 No Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 76061.80 Day 1 1922.17 <30 Days S-8 5452.17 No Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 67562.01 Day 1 46.42 <30 Days Y-1 8653.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 10792.15 Day 1 676.03 91-180 Days Y-2 2026.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 57738.89 Day 1 2372.28 91-180 Days Y-3 350.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 11194.98 Day 1 1108.61 <30 Days Y-4 1473.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 85269.34 Day 1 6404.60 <30 Days Z-1 9279.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 99303.37 Day 1 11837.42 Open A-2 3236.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 30648.06 Day 1 219.76 Open A-3 1025.04 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 86856.08 Day 1 10009.59 91-180 Days A-4 4945.33 No Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 82106.58 Day 1 10265.32 <30 Days A-5 4773.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 12463.36 Day 1 972.17 30-90 Days CB-1 1981.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 22748.39 Day 1 1650.17 30-90 Days CB-2 42.98 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 89792.60 Day 1 9546.84 30-90 Days CB-3 6548.73 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 10468.44 Day 1 1073.45 30-90 Days E-1 1961.17 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 63843.12 Day 1 839.19 30-90 Days E-2 9282.88 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 93361.31 Day 1 13216.28 Open G-1 7071.54 No Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 23762.00 Day 1 2015.88 <30 Days G-2 2432.46 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 36846.26 Day 1 354.26 Open G-3 3713.58 Yes Liberty Capital Markets Inc. Risk Management