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
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6010.53 121 - 150 Days 92.51 Open E-6 619.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9922.63 121 - 150 Days 819.69 91-180 Days E-7 169.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6710.29 121 - 150 Days 120.94 30-90 Days E-8 828.48 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16759.59 121 - 150 Days 2296.09 91-180 Days E-9 129.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11296.97 121 - 150 Days 926.18 30-90 Days G-4 494.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 947.44 121 - 150 Days 19.30 <30 Days IG-3 100.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15952.91 121 - 150 Days 1433.69 91-180 Days IG-4 1682.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2889.30 121 - 150 Days 361.42 <30 Days IG-5 530.93 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9169.02 121 - 150 Days 1202.01 91-180 Days IG-6 1461.38 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 984.63 121 - 150 Days 145.92 30-90 Days IG-7 4.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 634.40 121 - 150 Days 37.15 <30 Days IG-8 66.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13999.93 121 - 150 Days 42.12 Open L-1 1722.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13152.17 121 - 150 Days 1892.63 Open L-10 675.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2796.99 121 - 150 Days 399.09 91-180 Days L-11 170.17 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8459.23 121 - 150 Days 571.85 Open L-2 1458.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11981.07 121 - 150 Days 1044.88 91-180 Days L-3 1421.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4614.25 121 - 150 Days 616.76 <30 Days L-4 743.62 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4638.28 121 - 150 Days 135.90 <30 Days L-5 529.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1116.27 121 - 150 Days 23.86 Open L-6 38.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7559.04 121 - 150 Days 810.39 91-180 Days L-7 501.06 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5884.21 121 - 150 Days 666.09 <30 Days L-8 413.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16258.28 121 - 150 Days 2380.16 Open L-9 676.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4665.29 121 - 150 Days 213.74 30-90 Days LC-1 270.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10392.95 121 - 150 Days 1543.58 30-90 Days LC-2 520.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9511.11 121 - 150 Days 1161.24 Open N-1 1761.75 Yes Liberty Mortgage Services Corp. Legal