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 26890.93 180 - 270 Days 1265.14 30-90 Days LC-1 1700.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81152.82 180 - 270 Days 5297.74 91-180 Days LC-2 15329.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63020.42 180 - 270 Days 9110.51 30-90 Days N-1 6191.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99444.19 180 - 270 Days 12146.25 91-180 Days N-2 19409.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47252.42 180 - 270 Days 2428.62 30-90 Days N-3 1184.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48422.23 180 - 270 Days 7001.96 91-180 Days N-4 7870.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103065.60 180 - 270 Days 5046.83 91-180 Days N-5 8913.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31960.08 180 - 270 Days 4703.98 <30 Days N-6 2377.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85839.18 180 - 270 Days 11917.18 <30 Days N-7 1848.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107308.41 180 - 270 Days 3770.50 91-180 Days P-1 15461.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77198.93 180 - 270 Days 989.58 30-90 Days P-2 3370.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80299.18 180 - 270 Days 2257.27 <30 Days S-8 10028.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16317.07 180 - 270 Days 1859.10 <30 Days Y-1 2815.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66185.69 180 - 270 Days 7284.02 Open Y-2 8416.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40922.42 180 - 270 Days 834.92 <30 Days Y-3 2142.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37896.31 180 - 270 Days 4697.44 91-180 Days Y-4 5439.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80080.26 180 - 270 Days 7544.63 91-180 Days Z-1 9620.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55190.19 180 - 270 Days 6022.96 30-90 Days A-2 2937.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13793.23 180 - 270 Days 1978.87 91-180 Days A-3 2407.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82132.49 180 - 270 Days 7193.64 30-90 Days A-4 4970.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41228.39 180 - 270 Days 933.92 30-90 Days A-5 7630.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63944.90 180 - 270 Days 2597.76 Open CB-1 11148.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67952.44 180 - 270 Days 650.88 <30 Days CB-2 7422.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86949.97 180 - 270 Days 7929.63 Open CB-3 7105.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47556.71 180 - 270 Days 4839.43 Open E-1 2968.85 No Treasury