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 National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67688.06 83 - 90 Days 6038.29 30-90 Days N-5 3517.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60970.10 83 - 90 Days 3390.89 91-180 Days N-6 966.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15121.01 83 - 90 Days 1526.79 30-90 Days N-7 2101.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67995.65 83 - 90 Days 5207.53 30-90 Days P-1 5428.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55557.49 83 - 90 Days 2509.42 91-180 Days P-2 5481.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92132.61 83 - 90 Days 9059.72 30-90 Days S-8 14933.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61944.44 83 - 90 Days 7083.20 <30 Days Y-1 3556.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31168.86 83 - 90 Days 2619.80 <30 Days Y-2 3158.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35003.14 83 - 90 Days 1724.86 30-90 Days Y-3 3421.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54902.00 83 - 90 Days 4897.52 30-90 Days Y-4 7118.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82042.67 83 - 90 Days 7745.16 <30 Days Z-1 352.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90188.43 83 - 90 Days 10959.34 30-90 Days A-2 3344.71 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111106.68 83 - 90 Days 13512.58 <30 Days A-3 19782.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108131.79 83 - 90 Days 6557.22 30-90 Days A-4 9260.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47634.27 83 - 90 Days 5620.92 91-180 Days A-5 6015.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17871.11 83 - 90 Days 652.74 <30 Days CB-1 922.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77595.44 83 - 90 Days 3405.90 <30 Days CB-2 9225.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28600.79 83 - 90 Days 1394.81 91-180 Days CB-3 3435.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112243.31 83 - 90 Days 3850.34 Open E-1 8682.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74353.03 83 - 90 Days 7302.49 91-180 Days E-2 12656.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98384.98 83 - 90 Days 10597.17 91-180 Days G-1 10851.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96320.38 83 - 90 Days 13155.22 30-90 Days G-2 1633.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52908.89 83 - 90 Days 4327.18 <30 Days G-3 4558.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99763.08 83 - 90 Days 14077.16 <30 Days IG-1 9622.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99036.89 83 - 90 Days 4886.75 Open IG-2 17242.49 Yes Liberty Mortgage Services Corp. Operations