Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 Other Supranational Yes 48607.23 Day 23 3227.21 <30 Days S-4-Q 824.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101533.33 Day 23 11353.19 Open CB-3-Q 16687.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90203.65 Day 23 6242.22 <30 Days G-1-Q 14099.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3508.89 Day 23 177.29 91-180 Days G-2-Q 20.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85482.22 Day 23 5099.66 Open G-3-Q 1016.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76927.38 Day 23 1459.97 <30 Days S-5-Q 12813.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104859.49 Day 23 8378.43 91-180 Days S-6-Q 3175.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22745.92 Day 23 661.42 30-90 Days S-7-Q 1048.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64441.92 Day 23 7387.06 30-90 Days E-1-Q 4759.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15756.43 Day 23 1741.93 91-180 Days E-2-Q 2554.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40998.71 Day 23 2891.14 91-180 Days IG-1-Q 8191.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4758.00 Day 23 658.24 <30 Days IG-2-Q 128.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39031.08 Day 23 3787.05 91-180 Days C-1 4876.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36352.04 Day 23 2537.24 91-180 Days CB-4 5182.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97466.27 Day 23 5760.64 30-90 Days E-10 12100.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42476.36 Day 23 848.44 <30 Days E-3 3667.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88038.83 Day 23 4509.51 <30 Days E-4 15705.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55784.48 Day 23 5763.64 <30 Days E-5 4873.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104028.07 Day 23 11769.55 91-180 Days E-6 11217.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69452.29 Day 23 919.44 30-90 Days E-7 956.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100033.38 Day 23 5629.01 30-90 Days E-8 5815.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101588.29 Day 23 123.03 Open E-9 18537.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12010.81 Day 23 1447.77 <30 Days G-4 1478.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47118.78 Day 23 5633.10 Open IG-3 5168.55 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62571.87 Day 23 4439.09 91-180 Days IG-4 5226.36 No Finance