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 Yes 55942.01 Open 406.31 30-90 Days L-3 5290.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 56933.42 Open 2621.31 30-90 Days L-4 8012.65 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 10478.74 Open 1162.03 Open L-5 1598.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 605.34 Open 56.99 91-180 Days L-6 98.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 102356.02 Open 8555.84 Open L-7 11881.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 30491.14 Open 153.16 91-180 Days L-8 4898.97 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 20729.60 Open 2964.54 <30 Days L-9 3787.42 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 56318.58 Open 2491.69 91-180 Days LC-1 10145.46 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 12111.35 Open 1190.38 30-90 Days LC-2 588.18 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 64736.00 Open 7476.44 Open N-1 4488.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 44654.33 Open 1182.76 91-180 Days N-2 2554.69 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 49663.50 Open 524.71 91-180 Days N-3 3909.72 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 97751.42 Open 13386.07 Open N-4 3724.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 23605.48 Open 854.10 Open N-5 4362.14 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 35081.68 Open 4677.32 Open N-6 1461.29 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 8250.24 Open 730.66 Open N-7 91.05 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 94654.59 Open 12318.55 91-180 Days P-1 14326.93 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 2384.58 Open 119.59 91-180 Days P-2 467.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 7102.71 Open 30.22 30-90 Days S-8 731.08 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 112739.67 Open 16597.83 <30 Days Y-1 19494.63 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 91379.04 Open 4869.76 <30 Days Y-2 16861.58 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 99052.25 Open 9292.75 <30 Days Y-3 7086.17 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 2621.08 Open 68.29 91-180 Days Y-4 402.51 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 14574.54 Open 1543.74 30-90 Days Z-1 2768.56 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 69782.34 Open 3542.60 Open A-2 5193.85 No Risk Management