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 6947.75 91 - 120 Days 579.69 91-180 Days L-11 714.62 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5689.36 91 - 120 Days 157.14 Open L-2 663.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2978.77 91 - 120 Days 119.32 Open L-3 160.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7329.68 91 - 120 Days 283.51 91-180 Days L-4 1223.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4127.81 91 - 120 Days 586.79 <30 Days L-5 682.10 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1800.96 91 - 120 Days 24.60 Open L-6 140.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16171.48 91 - 120 Days 727.21 <30 Days L-7 3205.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8729.61 91 - 120 Days 411.20 91-180 Days L-8 1471.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5432.20 91 - 120 Days 595.15 30-90 Days L-9 601.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10571.80 91 - 120 Days 1204.55 <30 Days LC-1 1891.21 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10523.87 91 - 120 Days 57.88 Open LC-2 2052.35 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 16063.56 91 - 120 Days 431.16 Open N-1 2781.93 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 16150.66 91 - 120 Days 1305.45 91-180 Days N-2 1508.87 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13433.24 91 - 120 Days 1436.11 91-180 Days N-3 2589.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9694.57 91 - 120 Days 901.12 30-90 Days N-4 724.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 45.64 91 - 120 Days 0.86 91-180 Days N-5 1.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 49.52 91 - 120 Days 6.76 Open N-6 0.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9995.56 91 - 120 Days 828.13 Open N-7 1845.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15304.49 91 - 120 Days 840.04 Open P-1 1461.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6570.23 91 - 120 Days 675.03 <30 Days P-2 375.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10306.79 91 - 120 Days 186.54 <30 Days S-8 377.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1054.03 91 - 120 Days 0.20 Open Y-1 109.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10898.59 91 - 120 Days 939.16 Open Y-2 426.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11346.00 91 - 120 Days 938.03 30-90 Days Y-3 1559.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4185.12 91 - 120 Days 546.13 30-90 Days Y-4 322.34 Yes Liberty Wealth Management LLC Finance