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
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Financial Market Utility Yes 2407622050.83 <1 Day 457733476.49 Open None 0.00 No IntO-7628 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.1 Derivative Payables GSE Yes 1000812560.05 <1 Day 196936062.56 30-90 Days None 0.00 Yes Finance
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Financial Market Utility Yes 2610598240.95 <1 Day 41192040.87 91-180 Days None 0.00 No Treasury
2025-09-09 Liberty National Bank O.O.1 Derivative Payables PSE Yes 1549784302.65 <1 Day 383216182.49 30-90 Days None 0.00 No IntO-5307 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.1 Derivative Payables Retail No 1292346622.26 <1 Day 290699156.45 <30 Days Equities 140528735.57 Yes IntO-3410 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Retail No 1063329321.13 <1 Day 239819658.87 91-180 Days Treasuries 256792670.90 No IntO-9246 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables GSE No 1145614461.53 <1 Day 426731353.50 30-90 Days Equities 703683232.82 Yes IntO-3822 Treasury
2025-09-09 Liberty National Bank O.O.1 Derivative Payables Financial Market Utility Yes 2470424589.21 <1 Day 499643533.60 91-180 Days Treasuries 716159258.93 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Other Supervised Non-Bank Financial Entity Yes 587790877.31 <1 Day 333133513.21 <30 Days None 0.00 No IntO-5417 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Bank No 1103080111.11 <1 Day 396430552.92 <30 Days Cash 560148084.70 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables MDB Yes 2888602311.40 <1 Day 282902017.25 <30 Days Treasuries 317676654.06 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Debt Issuing SPE No 840426787.11 <1 Day 235152916.95 30-90 Days None 0.00 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Pension Fund No 885701945.48 <1 Day 100584897.83 Open None 0.00 No IntO-5530 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Debt Issuing SPE No 2560956984.86 <1 Day 9521691.47 91-180 Days None 0.00 Yes IntO-2584 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Small Business Yes 782617029.39 <1 Day 493102160.85 <30 Days None 0.00 No IntO-2709 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Bank No 1821537808.14 <1 Day 225763441.15 91-180 Days None 0.00 Yes IntO-9522 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Non-Financial Corporate Yes 333846055.79 <1 Day 12994451.91 91-180 Days None 0.00 Yes IntO-7249 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.1 Derivative Payables Investment Company or Advisor No 23130407.57 <1 Day 222659874.84 Open None 0.00 Yes IntO-7462 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables PSE Yes 1301961328.41 <1 Day 436434970.64 91-180 Days None 0.00 No IntO-6263 Finance
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Supranational Yes 1137667859.32 <1 Day 288566362.98 91-180 Days Treasuries 549941918.08 No IntO-3102 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Broker-Dealer No 126170637.14 <1 Day 87506491.28 91-180 Days None 0.00 Yes IntO-7539 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Investment Company or Advisor Yes 1753612050.23 <1 Day 152324785.63 Open None 0.00 No IntO-3129 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Sovereign No 21543647.03 <1 Day 297353588.32 30-90 Days Cash 405322105.68 Yes Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables GSE No 416192695.77 <1 Day 219775484.50 <30 Days None 0.00 Yes Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Broker-Dealer No 15531303.53 <1 Day 166903277.38 30-90 Days Treasuries 984615010.80 No IntO-8741 Risk Management