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 Yes 16232.91 >4 Yr <= 5 Yr 1855.91 <30 Days E-8 2988.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4288.45 >4 Yr <= 5 Yr 78.49 <30 Days E-9 281.17 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8938.07 >4 Yr <= 5 Yr 439.02 Open G-4 797.12 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13823.82 >4 Yr <= 5 Yr 1967.30 Open IG-3 871.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14120.16 >4 Yr <= 5 Yr 561.05 91-180 Days IG-4 85.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13789.94 >4 Yr <= 5 Yr 165.61 Open IG-5 467.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2418.18 >4 Yr <= 5 Yr 142.19 <30 Days IG-6 169.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8778.61 >4 Yr <= 5 Yr 418.23 Open IG-7 1532.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16.27 >4 Yr <= 5 Yr 1.74 <30 Days IG-8 2.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14069.81 >4 Yr <= 5 Yr 513.20 30-90 Days L-1 324.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2097.11 >4 Yr <= 5 Yr 139.11 <30 Days L-10 43.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4210.07 >4 Yr <= 5 Yr 539.31 30-90 Days L-11 744.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 921.05 >4 Yr <= 5 Yr 4.18 30-90 Days L-2 3.36 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4455.31 >4 Yr <= 5 Yr 386.79 Open L-3 732.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2588.31 >4 Yr <= 5 Yr 249.96 30-90 Days L-4 272.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11906.70 >4 Yr <= 5 Yr 987.27 30-90 Days L-5 2078.42 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16620.32 >4 Yr <= 5 Yr 1207.32 <30 Days L-6 3189.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5994.24 >4 Yr <= 5 Yr 127.48 <30 Days L-7 23.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6548.75 >4 Yr <= 5 Yr 54.44 91-180 Days L-8 1092.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11677.34 >4 Yr <= 5 Yr 598.55 30-90 Days L-9 1877.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13972.97 >4 Yr <= 5 Yr 1252.59 30-90 Days LC-1 2332.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2729.44 >4 Yr <= 5 Yr 93.59 30-90 Days LC-2 177.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9935.96 >4 Yr <= 5 Yr 671.46 30-90 Days N-1 1397.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8881.67 >4 Yr <= 5 Yr 770.80 30-90 Days N-2 709.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12732.81 >4 Yr <= 5 Yr 1160.38 30-90 Days N-3 46.11 Yes Liberty Wealth Management LLC Legal