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 Pension Fund No 2470810599.29 <1 Day 406508951.61 30-90 Days None 0.00 No IntO-9588 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables Other No 2682195979.80 <1 Day 452671021.90 Open Equities 139590347.51 No Treasury
2025-09-09 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Bank Yes 2798278021.91 <1 Day 45993782.19 Open Equities 214558299.12 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.20 Net 30-Day Derivative Payables Bank No 801166736.19 <1 Day 477896130.58 Open None 0.00 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables Central Bank No 883575643.26 <1 Day 103466498.05 30-90 Days None 0.00 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.20 Net 30-Day Derivative Payables GSE No 292339283.39 <1 Day 483586469.58 Open Treasuries 939820063.50 No IntO-2272 Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 52151.89 Open 398.80 30-90 Days A-0-Q 5158.59 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 104013.53 Open 3830.36 <30 Days A-1-Q 3054.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 91594.81 Open 9218.36 Open A-2-Q 1822.62 No Risk Management
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 83077.30 Open 7349.40 <30 Days A-3-Q 5130.36 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 24781.35 Open 996.92 30-90 Days A-4-Q 848.74 No Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 94324.31 Open 3526.38 30-90 Days A-5-Q 9630.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 105829.18 Open 1328.71 30-90 Days CB-1-Q 8442.72 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 90884.59 Open 10978.35 30-90 Days CB-2-Q 345.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 77578.24 Open 5829.56 91-180 Days S-1-Q 8148.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 83333.07 Open 9021.30 30-90 Days S-2-Q 2033.84 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 110486.71 Open 12855.07 91-180 Days S-3-Q 17963.43 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 84041.68 Open 7529.03 30-90 Days S-4-Q 1730.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 1562.22 Open 204.72 30-90 Days CB-3-Q 211.06 No Finance
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 64406.82 Open 7680.50 Open G-1-Q 11258.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 2543.36 Open 21.44 Open G-2-Q 43.84 No Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 74961.36 Open 8038.97 30-90 Days G-3-Q 8614.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 32878.09 Open 35.23 91-180 Days S-5-Q 4125.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail No 80803.62 Open 2871.40 30-90 Days S-6-Q 15656.84 No Treasury
2025-10-08 Liberty National Bank O.O.20 Net 30-Day Derivative Payables Retail Yes 18592.89 Open 1010.53 <30 Days S-7-Q 984.44 Yes Liberty Capital Markets Inc. Operations