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 57620.49 121 - 150 Days 284.12 <30 Days N-2 4340.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18247.57 121 - 150 Days 1288.83 Open N-3 2463.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53784.54 121 - 150 Days 2277.23 <30 Days N-4 10409.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89887.22 121 - 150 Days 6983.11 91-180 Days N-5 14639.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11488.84 121 - 150 Days 1302.82 91-180 Days N-6 1763.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76512.61 121 - 150 Days 4846.41 91-180 Days N-7 9857.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18998.17 121 - 150 Days 1865.95 <30 Days P-1 127.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108668.87 121 - 150 Days 6507.91 30-90 Days P-2 2263.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62391.94 121 - 150 Days 6747.28 <30 Days S-8 5329.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74268.31 121 - 150 Days 3078.85 30-90 Days Y-1 13699.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53046.68 121 - 150 Days 4599.20 Open Y-2 1578.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73285.41 121 - 150 Days 6679.30 Open Y-3 3257.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56291.96 121 - 150 Days 7385.28 30-90 Days Y-4 6249.18 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28294.40 121 - 150 Days 414.73 <30 Days Z-1 2161.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17107.33 121 - 150 Days 1185.41 <30 Days A-2 1619.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35228.19 121 - 150 Days 1325.94 30-90 Days A-3 5844.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24259.05 121 - 150 Days 36.87 Open A-4 3657.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47050.76 121 - 150 Days 6103.18 <30 Days A-5 6563.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58674.07 121 - 150 Days 284.70 30-90 Days CB-1 173.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45379.55 121 - 150 Days 3208.46 30-90 Days CB-2 2236.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14604.73 121 - 150 Days 1806.73 Open CB-3 1188.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102499.29 121 - 150 Days 6081.69 Open E-1 19659.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103359.49 121 - 150 Days 8631.50 30-90 Days E-2 6597.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98261.97 121 - 150 Days 11568.33 91-180 Days G-1 1475.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38645.31 121 - 150 Days 2451.87 91-180 Days G-2 1321.17 Yes Liberty Mortgage Services Corp. Operations