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 11818.51 >4 Yr <= 5 Yr 473.01 30-90 Days E-7 461.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16488.33 >4 Yr <= 5 Yr 444.23 91-180 Days E-8 2844.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7237.40 >4 Yr <= 5 Yr 759.61 91-180 Days E-9 350.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15695.96 >4 Yr <= 5 Yr 2002.80 30-90 Days G-4 2539.58 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8706.11 >4 Yr <= 5 Yr 397.75 30-90 Days IG-3 1593.52 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2581.05 >4 Yr <= 5 Yr 180.75 91-180 Days IG-4 493.09 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7961.19 >4 Yr <= 5 Yr 679.91 Open IG-5 1386.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15107.77 >4 Yr <= 5 Yr 1266.44 91-180 Days IG-6 603.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8433.59 >4 Yr <= 5 Yr 347.56 91-180 Days IG-7 986.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12561.58 >4 Yr <= 5 Yr 279.55 <30 Days IG-8 1246.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 849.16 >4 Yr <= 5 Yr 85.64 30-90 Days L-1 168.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10603.17 >4 Yr <= 5 Yr 1125.88 91-180 Days L-10 602.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13606.42 >4 Yr <= 5 Yr 1980.17 30-90 Days L-11 496.44 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8187.26 >4 Yr <= 5 Yr 306.97 91-180 Days L-2 1170.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15067.23 >4 Yr <= 5 Yr 1872.33 91-180 Days L-3 749.41 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14062.16 >4 Yr <= 5 Yr 1505.76 30-90 Days L-4 2404.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6020.36 >4 Yr <= 5 Yr 11.62 <30 Days L-5 433.19 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15662.40 >4 Yr <= 5 Yr 1185.31 91-180 Days L-6 1787.95 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5697.60 >4 Yr <= 5 Yr 725.42 <30 Days L-7 891.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1142.02 >4 Yr <= 5 Yr 163.37 30-90 Days L-8 222.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1148.25 >4 Yr <= 5 Yr 50.44 91-180 Days L-9 104.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 16272.65 >4 Yr <= 5 Yr 2375.10 30-90 Days LC-1 1651.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7030.94 >4 Yr <= 5 Yr 713.51 Open LC-2 689.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7499.51 >4 Yr <= 5 Yr 13.01 Open N-1 825.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1281.35 >4 Yr <= 5 Yr 145.41 <30 Days N-2 76.58 No Treasury