Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 46924.18 180 - 270 Days 5520.57 30-90 Days E-2 1383.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24572.94 180 - 270 Days 276.25 91-180 Days G-1 838.36 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108703.71 180 - 270 Days 6350.55 30-90 Days G-2 15352.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69122.60 180 - 270 Days 9209.21 Open G-3 2517.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42324.61 180 - 270 Days 4518.38 30-90 Days IG-1 6466.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45939.81 180 - 270 Days 2406.86 Open IG-2 1790.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45908.09 180 - 270 Days 5563.18 91-180 Days S-1 4107.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53121.52 180 - 270 Days 7170.32 91-180 Days S-2 6529.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19640.35 180 - 270 Days 89.75 Open S-3 673.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111629.95 180 - 270 Days 2584.35 <30 Days S-4 22315.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4672.95 180 - 270 Days 160.39 <30 Days S-5 132.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57688.51 180 - 270 Days 985.79 91-180 Days S-6 7566.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101911.73 180 - 270 Days 13501.67 <30 Days S-7 15795.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66426.29 271 - 364 Days 9075.44 30-90 Days A-0-Q 10947.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91885.70 271 - 364 Days 12928.60 <30 Days A-1-Q 9330.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101912.97 271 - 364 Days 8494.87 <30 Days A-2-Q 16010.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79615.48 271 - 364 Days 4365.25 91-180 Days A-3-Q 9787.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55892.16 271 - 364 Days 8074.12 Open A-4-Q 1747.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 268.78 271 - 364 Days 10.92 Open A-5-Q 3.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87820.17 271 - 364 Days 9802.19 30-90 Days CB-1-Q 11683.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66010.04 271 - 364 Days 4991.72 30-90 Days CB-2-Q 7346.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4763.59 271 - 364 Days 586.05 30-90 Days S-1-Q 913.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74218.69 271 - 364 Days 853.62 <30 Days S-2-Q 356.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59479.08 271 - 364 Days 1733.86 30-90 Days S-3-Q 49.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22114.15 271 - 364 Days 3275.24 30-90 Days S-4-Q 2599.74 No Treasury