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 Yes 985.82 91 - 120 Days 45.53 Open L-2 158.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12620.19 91 - 120 Days 920.40 <30 Days L-3 246.99 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10215.59 91 - 120 Days 1293.16 91-180 Days L-4 855.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9429.98 91 - 120 Days 86.49 <30 Days L-5 845.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10110.49 91 - 120 Days 31.79 91-180 Days L-6 1218.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13099.41 91 - 120 Days 1361.27 91-180 Days L-7 1403.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5802.76 91 - 120 Days 105.30 <30 Days L-8 154.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3225.74 91 - 120 Days 148.79 91-180 Days L-9 308.29 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5395.42 91 - 120 Days 88.63 30-90 Days LC-1 993.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15366.68 91 - 120 Days 631.39 Open LC-2 2318.93 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2142.36 91 - 120 Days 122.55 30-90 Days N-1 252.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2467.10 91 - 120 Days 258.98 <30 Days N-2 459.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2980.65 91 - 120 Days 367.57 Open N-3 541.00 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1333.30 91 - 120 Days 91.92 30-90 Days N-4 20.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5003.70 91 - 120 Days 688.35 <30 Days N-5 444.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15551.16 91 - 120 Days 471.82 <30 Days N-6 723.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11518.29 91 - 120 Days 22.39 Open N-7 2247.38 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3006.84 91 - 120 Days 157.13 <30 Days P-1 428.81 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9053.98 91 - 120 Days 354.73 Open P-2 1158.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9053.25 91 - 120 Days 82.46 30-90 Days S-8 913.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10588.67 91 - 120 Days 695.93 <30 Days Y-1 1569.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1791.17 91 - 120 Days 116.54 <30 Days Y-2 236.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1796.23 91 - 120 Days 51.67 30-90 Days Y-3 131.95 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5341.88 91 - 120 Days 586.05 Open Y-4 847.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12429.34 91 - 120 Days 21.55 Open Z-1 2069.51 No Risk Management