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 Other Supranational Yes 23666.02 Day 37 1038.04 30-90 Days Y-3 2270.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 1123.91 Day 37 36.30 30-90 Days Y-4 87.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40102.39 Day 37 3751.40 91-180 Days Z-1 1693.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89167.71 Day 37 12257.11 <30 Days A-2 11193.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80811.23 Day 37 11766.44 91-180 Days A-3 5818.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47981.66 Day 37 3311.97 Open A-4 9489.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4414.08 Day 37 268.74 30-90 Days A-5 850.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27257.88 Day 37 295.89 91-180 Days CB-1 1785.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95891.18 Day 37 6559.36 Open CB-2 8610.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83847.83 Day 37 8974.05 <30 Days CB-3 15219.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113671.13 Day 37 5421.30 <30 Days E-1 21244.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20918.56 Day 37 2207.05 30-90 Days E-2 351.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 108033.85 Day 37 11780.59 30-90 Days G-1 12803.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42627.14 Day 37 1339.03 Open G-2 7643.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45906.34 Day 37 5460.76 Open G-3 6247.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88270.32 Day 37 7963.01 91-180 Days IG-1 11114.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85037.69 Day 37 2874.33 <30 Days IG-2 7413.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110858.89 Day 37 2972.10 Open S-1 3526.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76342.02 Day 37 5773.01 30-90 Days S-2 14944.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14884.04 Day 37 1477.86 30-90 Days S-3 1208.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2700.27 Day 37 45.83 91-180 Days S-4 247.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70545.85 Day 37 2282.66 91-180 Days S-5 2945.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7979.07 Day 37 1115.09 <30 Days S-6 665.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19957.73 Day 37 1633.54 30-90 Days S-7 3947.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101734.11 Day 38 12497.85 91-180 Days A-0-Q 17793.01 No Risk Management