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
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Debt Issuing SPE Yes 687445733.03 <1 Day 222835916.20 Open None 0.00 No IntO-3245 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables GSE No 2804590290.64 <1 Day 332533295.33 Open None 0.00 Yes IntO-9465 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Debt Issuing SPE Yes 1398009861.99 <1 Day 12749491.19 Open None 0.00 Yes IntO-8960 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables MDB No 166723684.25 <1 Day 86020080.79 30-90 Days Cash 102540873.88 Yes IntO-8620 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Non-Financial Corporate Yes 1654626445.07 <1 Day 297710404.83 Open None 0.00 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Pension Fund Yes 2445863656.68 <1 Day 107858935.11 30-90 Days None 0.00 No IntO-3903 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Pension Fund Yes 593901360.93 <1 Day 157897565.10 91-180 Days Treasuries 993144473.42 No IntO-8686 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Other Supranational Yes 2851294547.63 <1 Day 499495598.67 Open None 0.00 No IntO-1937 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Investment Company or Advisor Yes 1708171873.70 <1 Day 163890510.16 Open Treasuries 71718496.31 Yes IntO-2081 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Broker-Dealer Yes 1385243428.91 <1 Day 111153096.54 Open None 0.00 No IntO-7218 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Debt Issuing SPE No 2566905445.19 <1 Day 138442372.41 30-90 Days Treasuries 708505002.76 Yes IntO-1288 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.1 Derivative Payables Other Supranational Yes 2520905275.47 <1 Day 151626514.80 Open None 0.00 Yes Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables GSE Yes 1597401833.21 <1 Day 363133457.00 30-90 Days None 0.00 No IntO-4569 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables PSE No 1385791290.44 <1 Day 377177973.68 30-90 Days Cash 379407906.60 No IntO-5968 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Small Business Yes 2399859365.64 <1 Day 203699057.14 30-90 Days Treasuries 765402725.69 No IntO-5605 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Sovereign No 645760033.00 <1 Day 173901671.91 Open Equities 134873190.51 Yes Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Investment Company or Advisor No 851204429.03 <1 Day 461479752.47 91-180 Days Cash 400576371.02 No Treasury
2025-09-09 Liberty National Bank O.O.1 Derivative Payables MDB No 1380376774.78 <1 Day 493788496.44 91-180 Days None 0.00 Yes Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.1 Derivative Payables PSE No 2517535474.48 <1 Day 307836917.13 Open Treasuries 817855750.19 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables MDB Yes 2112080915.53 <1 Day 190146577.54 30-90 Days Cash 357334133.75 No IntO-5025 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Small Business No 1738567448.62 <1 Day 423189954.42 91-180 Days None 0.00 Yes Legal
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables PSE No 677024116.20 <1 Day 453063189.18 91-180 Days Equities 559260205.55 Yes IntO-9952 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.1 Derivative Payables Non-Financial Corporate Yes 2426337763.39 <1 Day 78864975.81 <30 Days None 0.00 Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2256450976.60 <1 Day 401395960.87 30-90 Days Treasuries 748477577.97 Yes IntO-2925 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.1 Derivative Payables GSE No 429425350.98 <1 Day 357416164.22 30-90 Days Cash 613482871.07 Yes Treasury