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 International Finance Ltd. O.O.1 Derivative Payables Other No 2841118976.19 <1 Day 278826338.88 Open Equities 103547658.90 Yes Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.1 Derivative Payables Debt Issuing SPE No 782764198.57 <1 Day 317835474.61 <30 Days None 0.00 Yes Treasury
2025-09-09 Liberty National Bank O.O.1 Derivative Payables Pension Fund No 836958728.91 <1 Day 342278186.43 91-180 Days None 0.00 Yes Operations
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables Non-Regulated Fund No 2022205646.25 <1 Day 144915551.81 91-180 Days None 0.00 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.1 Derivative Payables Debt Issuing SPE No 2055010246.17 <1 Day 357808434.78 91-180 Days Equities 672515871.06 No IntO-1472 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.1 Derivative Payables GSE No 2855618455.88 <1 Day 234489605.16 91-180 Days Treasuries 576548668.46 Yes Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 79019.10 Open 7153.87 30-90 Days A-0-Q 4919.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 12995.52 Open 515.44 30-90 Days A-1-Q 1768.55 No Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 60350.20 Open 8345.78 <30 Days A-2-Q 9610.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 27454.30 Open 281.24 <30 Days A-3-Q 3411.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 100045.18 Open 7392.79 <30 Days A-4-Q 1209.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 53261.46 Open 2671.65 91-180 Days A-5-Q 1108.19 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 83911.43 Open 5115.21 91-180 Days CB-1-Q 554.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 84402.78 Open 63.93 30-90 Days CB-2-Q 1605.24 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 16713.79 Open 1784.47 Open S-1-Q 262.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 11038.16 Open 1541.60 30-90 Days S-2-Q 2038.74 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 57117.65 Open 3883.48 30-90 Days S-3-Q 2664.61 No Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 47502.22 Open 1680.28 Open S-4-Q 6285.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 69161.95 Open 6379.99 91-180 Days CB-3-Q 525.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 74809.60 Open 8277.81 91-180 Days G-1-Q 4087.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 50254.32 Open 4758.48 <30 Days G-2-Q 5245.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 110592.50 Open 14440.60 91-180 Days G-3-Q 12274.12 No Risk Management
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 59433.16 Open 8902.97 30-90 Days S-5-Q 7265.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail Yes 8254.38 Open 755.05 Open S-6-Q 657.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.1 Derivative Payables Retail No 55107.32 Open 3648.21 30-90 Days S-7-Q 2109.96 Yes Liberty Capital Markets Inc. Operations