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 No 71874.51 121 - 150 Days 1897.99 91-180 Days G-3 7165.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81524.81 121 - 150 Days 8584.83 91-180 Days IG-1 9498.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11449.47 121 - 150 Days 460.24 30-90 Days IG-2 350.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15970.68 121 - 150 Days 192.42 Open S-1 1719.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79548.90 121 - 150 Days 8104.27 91-180 Days S-2 225.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6601.40 121 - 150 Days 55.55 <30 Days S-3 855.79 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84388.29 121 - 150 Days 1005.84 <30 Days S-4 13059.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76961.03 121 - 150 Days 4618.58 30-90 Days S-5 2005.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28148.73 121 - 150 Days 2953.95 <30 Days S-6 3077.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55605.09 121 - 150 Days 2192.50 91-180 Days S-7 7238.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101758.93 151 - 179 Days 5610.14 <30 Days A-0-Q 8500.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102202.45 151 - 179 Days 6062.91 <30 Days A-1-Q 6456.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33339.04 151 - 179 Days 1445.90 30-90 Days A-2-Q 2985.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36153.40 151 - 179 Days 3297.41 30-90 Days A-3-Q 5382.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55491.46 151 - 179 Days 3787.89 91-180 Days A-4-Q 7374.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63338.50 151 - 179 Days 7395.93 <30 Days A-5-Q 1843.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16195.22 151 - 179 Days 679.96 Open CB-1-Q 1388.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17017.60 151 - 179 Days 2438.45 30-90 Days CB-2-Q 2450.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23768.51 151 - 179 Days 243.71 Open S-1-Q 646.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108398.13 151 - 179 Days 11547.04 30-90 Days S-2-Q 6887.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58113.53 151 - 179 Days 5379.74 30-90 Days S-3-Q 1194.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4131.61 151 - 179 Days 553.69 Open S-4-Q 678.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3738.88 151 - 179 Days 77.36 <30 Days CB-3-Q 460.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15374.02 151 - 179 Days 1720.21 Open G-1-Q 2992.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14260.09 151 - 179 Days 2080.52 Open G-2-Q 2803.27 Yes Liberty Mortgage Services Corp. Finance