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 2317.85 >5 Yr 93.54 Open Y-4 408.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13549.91 >5 Yr 1536.11 91-180 Days Z-1 2663.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13981.31 >5 Yr 134.20 <30 Days A-2 1449.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11043.00 >5 Yr 374.08 Open A-3 689.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14973.27 >5 Yr 1009.81 Open A-4 1441.21 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12732.93 >5 Yr 122.01 <30 Days A-5 1108.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13160.41 >5 Yr 1790.78 91-180 Days CB-1 1854.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11664.88 >5 Yr 1058.11 <30 Days CB-2 1566.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4700.12 >5 Yr 558.17 Open CB-3 229.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 17012.39 >5 Yr 344.78 Open E-1 253.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13550.57 >5 Yr 1878.00 <30 Days E-2 2445.58 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16921.11 >5 Yr 1977.10 <30 Days G-1 3369.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15449.55 >5 Yr 1053.88 <30 Days G-2 1293.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13104.35 >5 Yr 833.11 30-90 Days G-3 951.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5765.11 >5 Yr 197.00 30-90 Days IG-1 1051.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8916.85 >5 Yr 712.97 <30 Days IG-2 1683.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1850.99 >5 Yr 262.59 30-90 Days S-1 333.10 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2740.12 >5 Yr 227.32 <30 Days S-2 185.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8028.22 >5 Yr 748.03 91-180 Days S-3 219.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9327.99 >5 Yr 1082.26 30-90 Days S-4 417.30 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14538.82 >5 Yr 1857.66 30-90 Days S-5 979.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6999.86 >5 Yr 596.82 30-90 Days S-6 1109.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6600.28 >5 Yr 12.05 <30 Days S-7 462.42 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12655.86 Perpetual 1273.57 91-180 Days A-0-Q 2278.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6317.09 Perpetual 330.38 <30 Days A-1-Q 817.82 No Legal