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 2360.37 >4 Yr <= 5 Yr 320.36 <30 Days IG-1 23.64 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15992.62 >4 Yr <= 5 Yr 820.42 30-90 Days IG-2 2395.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14739.75 >4 Yr <= 5 Yr 523.98 Open S-1 2903.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16313.85 >4 Yr <= 5 Yr 2288.14 30-90 Days S-2 500.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8591.20 >4 Yr <= 5 Yr 1046.20 Open S-3 1400.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3896.87 >4 Yr <= 5 Yr 339.75 <30 Days S-4 456.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6224.52 >4 Yr <= 5 Yr 541.84 91-180 Days S-5 373.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11632.02 >4 Yr <= 5 Yr 1391.22 30-90 Days S-6 2195.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8568.40 >4 Yr <= 5 Yr 260.67 Open S-7 416.24 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15747.16 >5 Yr 1593.36 <30 Days A-0-Q 593.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4774.88 >5 Yr 422.98 Open A-1-Q 771.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15949.13 >5 Yr 70.13 91-180 Days A-2-Q 2099.59 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 249.32 >5 Yr 13.18 <30 Days A-3-Q 39.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8882.90 >5 Yr 782.14 30-90 Days A-4-Q 1424.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7459.47 >5 Yr 1081.75 30-90 Days A-5-Q 61.56 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10140.08 >5 Yr 488.00 91-180 Days CB-1-Q 628.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12074.08 >5 Yr 314.05 30-90 Days CB-2-Q 1031.19 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5392.23 >5 Yr 107.48 Open S-1-Q 826.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11388.48 >5 Yr 538.89 <30 Days S-2-Q 287.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3612.92 >5 Yr 17.81 <30 Days S-3-Q 266.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15856.76 >5 Yr 1228.72 91-180 Days S-4-Q 717.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9499.98 >5 Yr 433.02 91-180 Days CB-3-Q 1514.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14924.26 >5 Yr 1802.31 30-90 Days G-1-Q 1030.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8504.01 >5 Yr 941.81 <30 Days G-2-Q 700.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5289.67 >5 Yr 603.73 <30 Days G-3-Q 359.05 No Treasury