Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Potential Derivative Valuation Changes

Report Date Reporting Entity Product Maturity Amount Maturity Bucket Counterparty Collateral Class Insured
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 434310608.80 <7 Days Other Supervised Non-Bank Financial Entity None -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 769641544.20 <7 Days Small Business None -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1457322844.37 <7 Days Sovereign Treasuries -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 2393887536.57 <7 Days Sovereign Equities -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 2340296308.86 <7 Days MDB None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 1140888043.01 <7 Days GSE Cash -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 2428259861.86 <7 Days Small Business Cash -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 562582386.02 <7 Days Broker-Dealer Equities -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 709267737.21 <7 Days MDB Treasuries -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2605489894.40 <7 Days Bank Equities -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 556989083.86 <7 Days Retail None -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 1085905062.36 <7 Days Broker-Dealer Cash -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2093855535.97 <7 Days Bank Treasuries -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 1946104240.12 <7 Days Retail None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2068610966.33 <7 Days Sovereign Treasuries -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1906032345.22 <7 Days MDB Cash -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1219510557.85 <7 Days Non-Financial Corporate None -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 200677210.20 <7 Days Broker-Dealer Cash -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2665172748.35 <7 Days Financial Market Utility Treasuries -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2884018409.46 <7 Days PSE Cash -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 1413014454.21 <7 Days Non-Financial Corporate None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 1704787960.76 <7 Days MDB None -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 1496250522.37 <7 Days Broker-Dealer Treasuries -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 2047072228.43 <7 Days Debt Issuing SPE Treasuries -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2631219825.65 <7 Days Other Supervised Non-Bank Financial Entity Equities -