Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.8: MTM Impact on Derivative Positions

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.8 MTM Impact on Derivative Positions GSE No 1844651638.40 <7 Days 37745339.99 Open Equities 6611465.17 No IntO-4103 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 915756653.05 <7 Days 378633127.21 Open None 0.00 No IntO-7064 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Bank No 2329891252.32 <7 Days 139134001.11 <30 Days None 0.00 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Small Business No 1012600237.79 <7 Days 250610694.25 <30 Days Cash 581668370.11 No IntO-2362 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 1019743184.62 <7 Days 134528772.72 Open Treasuries 242422710.14 No IntO-6710 Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 129984255.96 <7 Days 368881235.86 30-90 Days None 0.00 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 1046878191.26 <7 Days 442882843.27 91-180 Days None 0.00 No IntO-2996 Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2420141267.92 <7 Days 222956000.91 91-180 Days Cash 591623655.49 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Retail No 1606291583.95 <7 Days 101426497.44 <30 Days None 0.00 No Legal
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 1410789483.07 <7 Days 303505528.00 <30 Days Treasuries 998006044.84 No IntO-8673 Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1226584031.05 <7 Days 130509170.84 <30 Days None 0.00 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions GSE No 1487034205.32 <7 Days 79296765.83 30-90 Days None 0.00 No IntO-6609 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Other No 681247968.35 <7 Days 209196940.03 <30 Days Equities 943017767.98 No IntO-9106 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions PSE No 2482246593.92 <7 Days 152945121.46 30-90 Days Equities 132567968.00 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Bank No 1384016382.66 <7 Days 470670533.84 30-90 Days Equities 50155890.66 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Pension Fund No 2552256309.13 <7 Days 281440946.33 30-90 Days None 0.00 No IntO-2223 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Sovereign No 272567637.98 <7 Days 102140712.56 Open None 0.00 No Treasury
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 31877221.82 <7 Days 298018150.77 30-90 Days None 0.00 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Pension Fund No 1264096629.44 <7 Days 487306284.61 Open None 0.00 No IntO-9282 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2707328432.88 <7 Days 442669635.33 Open None 0.00 No IntO-1679 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Small Business No 1680754771.07 <7 Days 460875259.14 <30 Days Treasuries 618071185.01 No IntO-3428 Treasury
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other No 1066952143.70 <7 Days 254975783.00 Open None 0.00 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Sovereign No 609943556.80 <7 Days 62417426.37 30-90 Days Treasuries 633348428.24 No IntO-6954 Finance
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Sovereign No 411421786.87 <7 Days 331912461.98 Open Treasuries 432387262.70 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions GSE No 610523800.05 <7 Days 127800772.38 Open Treasuries 743676527.99 No Legal