Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.20: Net 30-Day 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.20 Net 30-Day Derivative Payables Retail No 58909.36 Day 50 8640.82 30-90 Days L-3 8666.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 106158.76 Day 50 4947.53 <30 Days L-4 17161.99 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 97856.88 Day 50 13995.04 <30 Days L-5 14488.53 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 73979.73 Day 50 2375.49 91-180 Days L-6 6133.56 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 15793.67 Day 50 1705.01 <30 Days L-7 886.68 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 82558.45 Day 50 11840.28 <30 Days L-8 2916.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 52397.96 Day 50 7705.40 91-180 Days L-9 1679.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 105250.49 Day 50 11124.60 91-180 Days LC-1 14611.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 99490.58 Day 50 14204.19 Open LC-2 7204.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 38847.95 Day 50 5023.42 <30 Days N-1 2483.94 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 9279.91 Day 50 229.46 <30 Days N-2 879.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 75616.88 Day 50 2149.96 91-180 Days N-3 11830.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 77950.37 Day 50 5233.97 30-90 Days N-4 9551.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 68173.01 Day 50 1956.15 91-180 Days N-5 12302.53 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 75625.97 Day 50 5435.84 <30 Days N-6 8235.81 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 92417.54 Day 50 1144.61 91-180 Days N-7 2683.44 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 2314.47 Day 50 59.93 30-90 Days P-1 196.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 98460.84 Day 50 13233.95 30-90 Days P-2 13370.41 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 33944.71 Day 50 3305.04 <30 Days S-8 4475.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 26285.37 Day 50 3372.62 30-90 Days Y-1 4186.02 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 9594.40 Day 50 845.37 91-180 Days Y-2 1388.19 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 4220.27 Day 50 125.29 Open Y-3 103.49 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 75550.10 Day 50 3079.70 Open Y-4 1244.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 78664.49 Day 50 11290.41 <30 Days Z-1 1222.58 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 26591.62 Day 50 2406.14 30-90 Days A-2 2011.91 No Risk Management