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 No 75678.85 Day 1 10393.55 91-180 Days IG-1 12940.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 78627.64 Day 1 2029.89 30-90 Days IG-2 4450.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 41502.65 Day 1 4586.21 <30 Days S-1 6729.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 97597.42 Day 1 5461.59 91-180 Days S-2 1990.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 64923.45 Day 1 2604.30 30-90 Days S-3 11204.87 No Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 36250.71 Day 1 3416.01 Open S-4 6458.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 53365.72 Day 1 2247.53 <30 Days S-5 3186.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 74176.93 Day 1 10258.50 30-90 Days S-6 6861.46 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 68160.36 Day 1 9962.60 <30 Days S-7 12379.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 78932.33 Day 2 3210.08 30-90 Days A-0-Q 9212.11 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 67816.44 Day 2 6136.93 <30 Days A-1-Q 3367.33 No Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 12184.58 Day 2 317.26 Open A-2-Q 417.06 No Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 49863.12 Day 2 6538.62 91-180 Days A-3-Q 2650.10 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 66675.30 Day 2 3389.32 91-180 Days A-4-Q 6379.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 17130.88 Day 2 839.69 91-180 Days A-5-Q 2153.23 No Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 82957.29 Day 2 4447.79 Open CB-1-Q 2040.15 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 29731.04 Day 2 2863.69 30-90 Days CB-2-Q 1414.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 95071.39 Day 2 13436.14 30-90 Days S-1-Q 11005.16 No Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 39614.52 Day 2 709.29 <30 Days S-2-Q 512.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 69855.67 Day 2 6980.58 91-180 Days S-3-Q 5776.98 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 10854.82 Day 2 1426.37 91-180 Days S-4-Q 533.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 60451.27 Day 2 7493.44 <30 Days CB-3-Q 8600.38 No Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 29570.74 Day 2 3645.10 Open G-1-Q 1331.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 38966.64 Day 2 777.95 <30 Days G-2-Q 6516.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 67769.94 Day 2 10160.19 Open G-3-Q 10262.94 Yes Liberty International Finance Ltd. Operations