Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14497.30 83 - 90 Days 703.75 91-180 Days E-9 2537.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14306.26 83 - 90 Days 1414.36 91-180 Days G-4 1584.30 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9820.11 83 - 90 Days 1370.77 Open IG-3 931.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6473.89 83 - 90 Days 645.84 <30 Days IG-4 592.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2092.10 83 - 90 Days 230.04 30-90 Days IG-5 412.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11342.67 83 - 90 Days 256.05 <30 Days IG-6 1748.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5088.83 83 - 90 Days 352.08 30-90 Days IG-7 687.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9161.40 83 - 90 Days 509.46 91-180 Days IG-8 613.35 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11028.98 83 - 90 Days 616.43 91-180 Days L-1 2153.39 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6532.05 83 - 90 Days 423.06 30-90 Days L-10 973.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 88.39 83 - 90 Days 0.72 91-180 Days L-11 11.15 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5772.87 83 - 90 Days 333.95 <30 Days L-2 505.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10778.09 83 - 90 Days 1309.20 Open L-3 1113.03 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12809.37 83 - 90 Days 644.65 Open L-4 201.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11213.97 83 - 90 Days 133.09 <30 Days L-5 593.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11699.66 83 - 90 Days 1347.46 91-180 Days L-6 1019.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10955.15 83 - 90 Days 556.38 <30 Days L-7 1684.67 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9853.42 83 - 90 Days 473.78 <30 Days L-8 1847.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8730.12 83 - 90 Days 208.90 91-180 Days L-9 1088.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15285.76 83 - 90 Days 625.88 30-90 Days LC-1 548.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8431.06 83 - 90 Days 477.15 91-180 Days LC-2 1066.35 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4135.59 83 - 90 Days 172.65 <30 Days N-1 608.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15451.65 83 - 90 Days 1548.71 Open N-2 1595.67 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4581.62 83 - 90 Days 141.95 91-180 Days N-3 698.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9962.69 83 - 90 Days 592.33 <30 Days N-4 80.48 Yes Liberty Capital Markets Inc. Treasury