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 Central Bank Yes 99064.12 151 - 179 Days 360.26 91-180 Days E-3 7845.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91766.90 151 - 179 Days 1945.29 30-90 Days E-4 15787.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59552.66 151 - 179 Days 3250.09 Open E-5 383.22 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15067.25 151 - 179 Days 462.92 Open E-6 1128.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104568.69 151 - 179 Days 14779.26 30-90 Days E-7 17221.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31315.03 151 - 179 Days 1731.86 30-90 Days E-8 2764.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21211.89 151 - 179 Days 1647.39 <30 Days E-9 1355.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100305.11 151 - 179 Days 3915.23 91-180 Days G-4 16566.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98345.72 151 - 179 Days 13856.53 91-180 Days IG-3 1077.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51160.58 151 - 179 Days 1439.43 91-180 Days IG-4 4173.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 820.34 151 - 179 Days 116.57 <30 Days IG-5 138.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31791.74 151 - 179 Days 567.40 Open IG-6 1642.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23178.59 151 - 179 Days 865.89 91-180 Days IG-7 1432.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9922.47 151 - 179 Days 11.89 <30 Days IG-8 986.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111663.43 151 - 179 Days 13214.26 30-90 Days L-1 20256.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 842.69 151 - 179 Days 34.80 91-180 Days L-10 55.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 48884.27 151 - 179 Days 3589.69 30-90 Days L-11 3726.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53505.06 151 - 179 Days 4987.55 30-90 Days L-2 5373.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36280.24 151 - 179 Days 3041.15 <30 Days L-3 5662.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28479.60 151 - 179 Days 3435.06 Open L-4 3780.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109066.10 151 - 179 Days 14615.81 30-90 Days L-5 9694.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10536.47 151 - 179 Days 404.43 Open L-6 1171.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83814.20 151 - 179 Days 8005.13 Open L-7 1325.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71231.80 151 - 179 Days 489.90 <30 Days L-8 4813.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96126.02 151 - 179 Days 4577.57 Open L-9 14927.67 No Operations