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 10844.09 >3 Yr <= 4 Yr 1546.22 Open A-3 1615.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10144.14 >3 Yr <= 4 Yr 646.23 Open A-4 1014.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7.82 >3 Yr <= 4 Yr 1.01 30-90 Days A-5 1.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7309.89 >3 Yr <= 4 Yr 114.94 30-90 Days CB-1 1428.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15539.79 >3 Yr <= 4 Yr 802.38 <30 Days CB-2 2738.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1895.15 >3 Yr <= 4 Yr 180.42 <30 Days CB-3 46.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 2109.34 >3 Yr <= 4 Yr 126.99 91-180 Days E-1 124.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7174.01 >3 Yr <= 4 Yr 93.44 91-180 Days E-2 1166.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14518.50 >3 Yr <= 4 Yr 1372.06 <30 Days G-1 2780.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12218.44 >3 Yr <= 4 Yr 517.63 30-90 Days G-2 477.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12726.42 >3 Yr <= 4 Yr 1208.79 Open G-3 263.65 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4054.29 >3 Yr <= 4 Yr 518.39 91-180 Days IG-1 478.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15571.81 >3 Yr <= 4 Yr 1250.60 Open IG-2 2921.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8723.46 >3 Yr <= 4 Yr 832.55 <30 Days S-1 1254.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4651.14 >3 Yr <= 4 Yr 232.88 Open S-2 382.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13409.48 >3 Yr <= 4 Yr 1007.92 91-180 Days S-3 2338.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6102.38 >3 Yr <= 4 Yr 358.34 <30 Days S-4 1126.84 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1441.46 >3 Yr <= 4 Yr 33.11 Open S-5 276.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16100.34 >3 Yr <= 4 Yr 743.52 91-180 Days S-6 1184.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3711.76 >3 Yr <= 4 Yr 211.09 30-90 Days S-7 706.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15206.28 >4 Yr <= 5 Yr 1438.78 <30 Days A-0-Q 1970.18 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4717.14 >4 Yr <= 5 Yr 321.65 <30 Days A-1-Q 582.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11871.68 >4 Yr <= 5 Yr 1571.06 91-180 Days A-2-Q 1993.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4285.07 >4 Yr <= 5 Yr 102.57 <30 Days A-3-Q 261.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7520.27 >4 Yr <= 5 Yr 753.43 30-90 Days A-4-Q 546.05 No Risk Management