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 13500.04 Open 23.91 91-180 Days E-1-Q 1064.73 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 19733.06 Open 2593.87 91-180 Days E-2-Q 554.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 86578.95 Open 5242.87 30-90 Days IG-1-Q 4121.79 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 106195.56 Open 14638.86 <30 Days IG-2-Q 7664.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 31987.17 Open 1102.50 91-180 Days C-1 4494.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 20417.26 Open 788.59 <30 Days CB-4 3102.66 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 51469.89 Open 2112.97 Open E-10 1374.46 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 81754.83 Open 176.18 Open E-3 477.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 188.60 Open 21.42 91-180 Days E-4 32.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 25538.03 Open 2966.78 91-180 Days E-5 2582.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 59469.19 Open 5618.85 91-180 Days E-6 5818.23 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 17110.08 Open 2537.32 91-180 Days E-7 1643.39 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 14931.28 Open 940.88 91-180 Days E-8 880.36 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 110469.13 Open 6841.17 91-180 Days E-9 2310.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 2637.95 Open 46.43 Open G-4 499.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 47666.08 Open 6154.33 30-90 Days IG-3 2582.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 36751.98 Open 5292.54 91-180 Days IG-4 4360.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 112777.99 Open 7173.75 30-90 Days IG-5 11760.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 40050.36 Open 2034.90 <30 Days IG-6 6588.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 34219.54 Open 1082.71 91-180 Days IG-7 4996.20 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 50045.18 Open 135.30 30-90 Days IG-8 2808.12 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 61461.60 Open 1361.21 91-180 Days L-1 7097.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 68017.20 Open 9510.57 Open L-10 10741.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 95512.93 Open 8754.60 91-180 Days L-11 9312.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 6657.71 Open 944.04 <30 Days L-2 948.56 No Legal