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 12887.89 180 - 270 Days 1230.52 <30 Days A-1-Q 2165.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1204.55 180 - 270 Days 125.19 Open A-2-Q 165.74 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3348.28 180 - 270 Days 250.90 Open A-3-Q 135.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15875.06 180 - 270 Days 560.87 91-180 Days A-4-Q 2925.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12203.99 180 - 270 Days 1142.47 91-180 Days A-5-Q 2390.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7598.27 180 - 270 Days 881.84 30-90 Days CB-1-Q 988.60 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17039.06 180 - 270 Days 1547.60 <30 Days CB-2-Q 1168.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1465.63 180 - 270 Days 176.32 <30 Days S-1-Q 140.42 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8063.27 180 - 270 Days 901.68 30-90 Days S-2-Q 1055.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5826.71 180 - 270 Days 332.60 91-180 Days S-3-Q 671.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5803.61 180 - 270 Days 584.27 30-90 Days S-4-Q 928.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10083.03 180 - 270 Days 1352.50 91-180 Days CB-3-Q 1279.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14394.08 180 - 270 Days 585.50 91-180 Days G-1-Q 2035.47 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5876.99 180 - 270 Days 657.11 91-180 Days G-2-Q 418.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5726.04 180 - 270 Days 224.55 Open G-3-Q 455.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1001.51 180 - 270 Days 131.76 91-180 Days S-5-Q 45.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11955.18 180 - 270 Days 347.95 30-90 Days S-6-Q 1979.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6570.72 180 - 270 Days 180.59 91-180 Days S-7-Q 840.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14486.82 180 - 270 Days 1108.33 Open E-1-Q 1365.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3881.66 180 - 270 Days 379.70 91-180 Days E-2-Q 721.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9030.12 180 - 270 Days 642.47 30-90 Days IG-1-Q 109.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14249.64 180 - 270 Days 1297.91 30-90 Days IG-2-Q 1016.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5140.77 180 - 270 Days 7.01 30-90 Days C-1 694.67 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2897.87 180 - 270 Days 194.75 <30 Days CB-4 149.14 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 600.99 180 - 270 Days 48.11 Open E-10 109.46 Yes Liberty National Bank Risk Management