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 31987.27 Day 30 1049.29 91-180 Days S-7 1118.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 9385.75 Day 31 357.63 Open A-0-Q 631.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87328.77 Day 31 12927.31 Open A-1-Q 10710.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70058.38 Day 31 3142.94 Open A-2-Q 7642.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109913.26 Day 31 7921.28 91-180 Days A-3-Q 18532.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37720.13 Day 31 605.26 91-180 Days A-4-Q 5851.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60802.42 Day 31 2777.15 91-180 Days A-5-Q 6922.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102224.98 Day 31 11497.41 <30 Days CB-1-Q 19197.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67268.71 Day 31 2060.25 91-180 Days CB-2-Q 4293.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11007.75 Day 31 354.89 30-90 Days S-1-Q 239.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73165.94 Day 31 4212.65 Open S-2-Q 10709.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104080.25 Day 31 5488.03 91-180 Days S-3-Q 19282.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64265.45 Day 31 8347.49 30-90 Days S-4-Q 699.79 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61088.92 Day 31 8029.42 Open CB-3-Q 6926.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55193.29 Day 31 7882.01 91-180 Days G-1-Q 6539.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99502.08 Day 31 4264.94 91-180 Days G-2-Q 3297.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12818.42 Day 31 1750.80 Open G-3-Q 2545.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 67221.49 Day 31 3639.83 Open S-5-Q 1571.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97202.09 Day 31 2441.30 30-90 Days S-6-Q 19155.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36513.03 Day 31 3872.64 <30 Days S-7-Q 2654.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113002.54 Day 31 7764.33 <30 Days E-1-Q 21969.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111788.01 Day 31 10836.74 Open E-2-Q 17062.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98747.82 Day 31 257.40 91-180 Days IG-1-Q 1802.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 56542.00 Day 31 891.26 30-90 Days IG-2-Q 4535.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9766.62 Day 31 1265.61 30-90 Days C-1 878.87 Yes Liberty Wealth Management LLC Risk Management