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 Yes 17760.68 271 - 364 Days 106.41 91-180 Days N-4 649.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51165.94 271 - 364 Days 6748.87 <30 Days N-5 1755.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89835.60 271 - 364 Days 82.34 <30 Days N-6 12750.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52557.96 271 - 364 Days 1582.47 30-90 Days N-7 3846.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19926.90 271 - 364 Days 2554.31 <30 Days P-1 1787.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32913.52 271 - 364 Days 1702.19 91-180 Days P-2 6501.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113102.97 271 - 364 Days 8494.71 91-180 Days S-8 21051.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91226.87 271 - 364 Days 7253.49 <30 Days Y-1 2383.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92992.19 271 - 364 Days 11092.07 <30 Days Y-2 12113.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47889.18 271 - 364 Days 780.36 30-90 Days Y-3 1278.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67865.20 271 - 364 Days 7820.65 30-90 Days Y-4 8723.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39924.49 271 - 364 Days 1675.88 30-90 Days Z-1 1630.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9968.43 271 - 364 Days 1473.65 Open A-2 803.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40631.78 271 - 364 Days 4802.59 Open A-3 2100.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72148.67 271 - 364 Days 7240.70 30-90 Days A-4 5206.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11806.29 271 - 364 Days 55.71 Open A-5 771.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46238.54 271 - 364 Days 3021.07 30-90 Days CB-1 2161.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91826.49 271 - 364 Days 5937.82 Open CB-2 12476.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21706.08 271 - 364 Days 984.13 91-180 Days CB-3 3471.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69382.61 271 - 364 Days 9350.74 Open E-1 7879.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67820.66 271 - 364 Days 8696.13 <30 Days E-2 11915.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25934.68 271 - 364 Days 2064.78 30-90 Days G-1 1008.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9924.32 271 - 364 Days 1231.07 30-90 Days G-2 1533.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76807.24 271 - 364 Days 7034.35 91-180 Days G-3 12592.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12903.80 271 - 364 Days 845.21 Open IG-1 853.06 Yes Liberty Wealth Management LLC Risk Management