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 MDB No 100504.13 Day 30 12480.66 30-90 Days LC-2 85.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86464.06 Day 30 980.54 91-180 Days N-1 2058.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41749.84 Day 30 4996.85 <30 Days N-2 4837.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112289.62 Day 30 16517.83 <30 Days N-3 922.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31600.89 Day 30 1432.29 30-90 Days N-4 5076.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4982.17 Day 30 23.76 30-90 Days N-5 334.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16338.97 Day 30 835.81 91-180 Days N-6 3135.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47680.10 Day 30 2030.73 30-90 Days N-7 415.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55066.47 Day 30 6111.04 <30 Days P-1 7754.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95667.81 Day 30 5711.89 <30 Days P-2 6688.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78413.03 Day 30 3107.92 Open S-8 566.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65145.90 Day 30 6054.65 30-90 Days Y-1 875.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3586.19 Day 30 411.71 30-90 Days Y-2 45.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92630.25 Day 30 3407.94 <30 Days Y-3 11169.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55679.41 Day 30 1812.61 Open Y-4 11048.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19693.69 Day 30 18.08 Open Z-1 289.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23536.10 Day 30 763.98 30-90 Days A-2 970.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13799.94 Day 30 1310.26 <30 Days A-3 360.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46314.52 Day 30 5636.50 <30 Days A-4 144.87 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103085.88 Day 30 4706.87 91-180 Days A-5 12224.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87242.59 Day 30 4179.12 30-90 Days CB-1 12485.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79204.82 Day 30 11328.97 Open CB-2 14755.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100211.20 Day 30 9908.99 30-90 Days CB-3 2073.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73322.17 Day 30 9840.83 91-180 Days E-1 5620.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88621.22 Day 30 1842.21 30-90 Days E-2 15592.23 No Treasury