Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.20: Net 30-Day 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 Financial Group, Inc. - Global Consolidated Entity O.O.20 Net 30-Day Derivative Payables Broker-Dealer Yes 1578537815.27 <1 Day 234856924.94 Open Equities 629238902.75 No IntO-7012 Treasury
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables MDB No 2539704268.72 <1 Day 88551637.15 <30 Days None 0.00 No IntO-3131 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables Financial Market Utility Yes 1628077734.39 <1 Day 180969057.22 <30 Days Treasuries 479889703.79 Yes Legal
2025-09-09 Liberty Capital Markets Inc. O.O.20 Net 30-Day Derivative Payables Bank No 1637408722.51 <1 Day 31517185.26 Open None 0.00 No IntO-4875 Legal
2025-09-09 Liberty International Finance Ltd. O.O.20 Net 30-Day Derivative Payables Investment Company or Advisor Yes 906784695.96 <1 Day 483862262.46 Open Equities 505859020.66 No IntO-1778 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables Sovereign No 2149299718.82 <1 Day 424854971.59 Open Treasuries 31530709.99 No IntO-7865 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables PSE Yes 1540228076.19 <1 Day 170436417.55 91-180 Days None 0.00 No IntO-3041 Treasury
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Other No 2287552516.15 <1 Day 206848164.16 <30 Days None 0.00 No IntO-3387 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.20 Net 30-Day Derivative Payables Non-Financial Corporate No 2462247541.91 <1 Day 314093618.16 91-180 Days None 0.00 Yes Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables Broker-Dealer No 2353776823.63 <1 Day 144212257.27 Open None 0.00 Yes Finance
2025-09-09 Liberty International Finance Ltd. O.O.20 Net 30-Day Derivative Payables Bank No 1487669445.92 <1 Day 283108318.82 <30 Days Treasuries 740082605.54 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.20 Net 30-Day Derivative Payables Small Business Yes 1833100842.18 <1 Day 411419337.27 <30 Days None 0.00 No IntO-4481 Legal
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Central Bank Yes 1849179439.40 <1 Day 183957983.91 Open Cash 431003742.51 No IntO-5999 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.20 Net 30-Day Derivative Payables Small Business No 2843092473.59 <1 Day 371949703.79 Open None 0.00 Yes IntO-3357 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.20 Net 30-Day Derivative Payables Investment Company or Advisor Yes 2584562229.31 <1 Day 261788958.20 30-90 Days None 0.00 Yes IntO-7866 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.20 Net 30-Day Derivative Payables Non-Financial Corporate Yes 2540444729.99 <1 Day 422587196.15 Open None 0.00 No Treasury
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Investment Company or Advisor No 1476359714.64 <1 Day 428253297.06 30-90 Days Cash 729273317.13 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.20 Net 30-Day Derivative Payables Other Supervised Non-Bank Financial Entity Yes 2289215173.43 <1 Day 308030435.90 Open Treasuries 499043817.72 Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables Pension Fund Yes 2578722775.90 <1 Day 298571526.93 30-90 Days None 0.00 Yes IntO-8013 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.20 Net 30-Day Derivative Payables Other Yes 2158682638.34 <1 Day 112818399.69 30-90 Days Treasuries 911422888.22 Yes Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.20 Net 30-Day Derivative Payables Debt Issuing SPE No 1487523887.17 <1 Day 18255368.58 30-90 Days Equities 465455778.18 Yes Risk Management
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Pension Fund No 834047877.15 <1 Day 95087543.58 91-180 Days Equities 446805183.86 No Finance
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Small Business No 2930142561.61 <1 Day 85098591.89 <30 Days None 0.00 Yes IntO-4447 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.20 Net 30-Day Derivative Payables Retail No 2206678081.77 <1 Day 381291779.39 <30 Days Equities 237508756.17 Yes Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.20 Net 30-Day Derivative Payables Bank Yes 2590196933.24 <1 Day 333915057.99 91-180 Days Treasuries 522684745.30 No IntO-2166 Legal