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 International Finance Ltd. O.O.1 Derivative Payables Other Yes 9971.31 Day 8 1003.32 30-90 Days Y-3 1308.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8295.85 Day 8 611.85 Open Y-4 896.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11323.31 Day 8 1308.93 91-180 Days Z-1 598.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9936.55 Day 8 118.36 <30 Days A-2 181.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4129.19 Day 8 484.74 91-180 Days A-3 515.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15857.02 Day 8 1551.79 <30 Days A-4 2575.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6717.00 Day 8 691.82 Open A-5 649.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 16576.09 Day 8 2332.65 Open CB-1 1706.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9588.71 Day 8 1404.65 <30 Days CB-2 1711.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 507.08 Day 8 32.13 <30 Days CB-3 10.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10059.82 Day 8 1233.36 30-90 Days E-1 439.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2225.66 Day 8 133.65 Open E-2 305.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11046.72 Day 8 429.50 <30 Days G-1 1809.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 952.05 Day 8 72.87 <30 Days G-2 149.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14304.79 Day 8 1390.97 Open G-3 2155.72 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10709.48 Day 8 600.15 Open IG-1 1300.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12353.48 Day 8 864.22 <30 Days IG-2 1471.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5793.89 Day 8 565.89 30-90 Days S-1 569.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9945.28 Day 8 800.97 30-90 Days S-2 1693.65 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5252.81 Day 8 170.97 Open S-3 145.32 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6308.30 Day 8 99.76 Open S-4 378.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11739.10 Day 8 498.74 91-180 Days S-5 661.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13617.95 Day 8 1557.83 Open S-6 1396.23 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14035.73 Day 8 1771.74 Open S-7 1200.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7097.19 Day 9 268.56 <30 Days A-0-Q 715.49 Yes Liberty Wealth Management LLC Treasury