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 No 2133.77 >3 Yr <= 4 Yr 101.64 <30 Days L-3 16.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11999.07 >3 Yr <= 4 Yr 308.66 <30 Days L-4 2212.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4970.67 >3 Yr <= 4 Yr 388.39 91-180 Days L-5 963.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8518.84 >3 Yr <= 4 Yr 130.58 91-180 Days L-6 64.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2275.63 >3 Yr <= 4 Yr 193.19 <30 Days L-7 77.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9994.25 >3 Yr <= 4 Yr 8.36 <30 Days L-8 1749.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4009.88 >3 Yr <= 4 Yr 45.35 <30 Days L-9 580.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 131.32 >3 Yr <= 4 Yr 9.59 Open LC-1 13.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 17111.69 >3 Yr <= 4 Yr 1704.57 <30 Days LC-2 1479.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5204.59 >3 Yr <= 4 Yr 486.66 30-90 Days N-1 314.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6711.47 >3 Yr <= 4 Yr 653.64 <30 Days N-2 637.13 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14510.46 >3 Yr <= 4 Yr 1526.61 91-180 Days N-3 286.48 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2989.78 >3 Yr <= 4 Yr 278.50 <30 Days N-4 251.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11327.42 >3 Yr <= 4 Yr 1511.20 91-180 Days N-5 1782.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10128.51 >3 Yr <= 4 Yr 220.88 <30 Days N-6 985.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12558.22 >3 Yr <= 4 Yr 910.24 91-180 Days N-7 949.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1106.85 >3 Yr <= 4 Yr 43.10 <30 Days P-1 190.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5254.90 >3 Yr <= 4 Yr 781.73 <30 Days P-2 237.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10958.04 >3 Yr <= 4 Yr 260.66 30-90 Days S-8 9.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15425.39 >3 Yr <= 4 Yr 1096.66 Open Y-1 1743.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12599.16 >3 Yr <= 4 Yr 98.98 Open Y-2 1474.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5417.55 >3 Yr <= 4 Yr 172.93 30-90 Days Y-3 492.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3901.38 >3 Yr <= 4 Yr 154.60 91-180 Days Y-4 527.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3551.36 >3 Yr <= 4 Yr 89.10 Open Z-1 559.97 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2037.72 >3 Yr <= 4 Yr 104.70 91-180 Days A-2 96.87 Yes Liberty Capital Markets Inc. Treasury