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 GSE No 43786.59 Day 36 6330.86 Open A-5 1231.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5381.27 Day 36 285.12 30-90 Days CB-1 577.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99543.01 Day 36 9730.52 Open CB-2 18871.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76930.45 Day 36 10041.30 91-180 Days CB-3 2222.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22543.15 Day 36 652.53 30-90 Days E-1 2318.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17094.18 Day 36 2314.02 <30 Days E-2 798.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58859.43 Day 36 3014.66 Open G-1 5844.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29385.18 Day 36 1650.59 91-180 Days G-2 1639.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59393.23 Day 36 3371.66 Open G-3 7833.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94987.28 Day 36 10968.78 <30 Days IG-1 9160.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36063.58 Day 36 1013.88 30-90 Days IG-2 5971.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111978.14 Day 36 14411.30 Open S-1 20971.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68870.54 Day 36 2131.36 30-90 Days S-2 2080.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103779.42 Day 36 3792.75 Open S-3 17522.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3737.38 Day 36 279.86 30-90 Days S-4 335.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111770.97 Day 36 1098.37 91-180 Days S-5 1149.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2148.82 Day 36 202.57 91-180 Days S-6 172.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30449.03 Day 36 2253.91 Open S-7 5546.60 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12581.10 Day 37 1541.26 30-90 Days A-0-Q 1568.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8985.40 Day 37 473.91 <30 Days A-1-Q 642.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41987.24 Day 37 3881.02 Open A-2-Q 283.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35796.23 Day 37 3411.79 <30 Days A-3-Q 4214.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5934.95 Day 37 11.61 Open A-4-Q 582.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100443.19 Day 37 13055.73 Open A-5-Q 7268.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75635.58 Day 37 6726.17 91-180 Days CB-1-Q 80.78 No Legal