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 No 99404.54 >= 1 Yr <= 2 Yr 5358.29 <30 Days S-2-Q 5544.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55550.00 >= 1 Yr <= 2 Yr 7324.80 30-90 Days S-3-Q 2540.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109747.47 >= 1 Yr <= 2 Yr 743.61 91-180 Days S-4-Q 10932.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38878.19 >= 1 Yr <= 2 Yr 166.31 <30 Days CB-3-Q 132.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52429.69 >= 1 Yr <= 2 Yr 5135.86 <30 Days G-1-Q 6356.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47249.68 >= 1 Yr <= 2 Yr 1220.80 30-90 Days G-2-Q 8755.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89638.14 >= 1 Yr <= 2 Yr 12091.44 Open G-3-Q 8468.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11094.07 >= 1 Yr <= 2 Yr 1383.64 Open S-5-Q 2176.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81207.09 >= 1 Yr <= 2 Yr 1244.93 <30 Days S-6-Q 1948.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94933.78 >= 1 Yr <= 2 Yr 510.48 Open S-7-Q 18937.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14283.46 >= 1 Yr <= 2 Yr 864.12 91-180 Days E-1-Q 691.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83934.85 >= 1 Yr <= 2 Yr 4558.69 91-180 Days E-2-Q 11983.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3226.97 >= 1 Yr <= 2 Yr 173.12 <30 Days IG-1-Q 494.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9728.29 >= 1 Yr <= 2 Yr 1325.53 <30 Days IG-2-Q 200.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15783.09 >= 1 Yr <= 2 Yr 329.65 Open C-1 2826.83 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5925.63 >= 1 Yr <= 2 Yr 495.39 91-180 Days CB-4 536.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42592.00 >= 1 Yr <= 2 Yr 3919.01 <30 Days E-10 6033.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47825.96 >= 1 Yr <= 2 Yr 2168.26 30-90 Days E-3 7137.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52971.18 >= 1 Yr <= 2 Yr 2214.31 30-90 Days E-4 2725.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13089.39 >= 1 Yr <= 2 Yr 1208.08 <30 Days E-5 362.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21459.60 >= 1 Yr <= 2 Yr 2596.68 Open E-6 433.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49422.49 >= 1 Yr <= 2 Yr 3643.22 91-180 Days E-7 4645.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103674.20 >= 1 Yr <= 2 Yr 13835.33 91-180 Days E-8 15304.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93403.79 >= 1 Yr <= 2 Yr 5745.67 30-90 Days E-9 6241.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18734.31 >= 1 Yr <= 2 Yr 814.02 Open G-4 1164.09 Yes Liberty International Finance Ltd. Finance