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 25093.12 Day 42 2567.31 <30 Days A-4 717.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29618.99 Day 42 439.00 30-90 Days A-5 2200.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92271.75 Day 42 11442.19 Open CB-1 11568.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2901.82 Day 42 72.46 <30 Days CB-2 315.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81436.27 Day 42 587.32 <30 Days CB-3 13184.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13962.67 Day 42 1922.27 91-180 Days E-1 2605.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106508.70 Day 42 15911.14 <30 Days E-2 11922.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20159.71 Day 42 1018.63 Open G-1 842.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55151.78 Day 42 7754.45 91-180 Days G-2 6242.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97002.53 Day 42 6554.03 30-90 Days G-3 8560.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88800.15 Day 42 879.05 <30 Days IG-1 5441.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7418.48 Day 42 654.50 91-180 Days IG-2 207.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60584.98 Day 42 8836.63 91-180 Days S-1 1737.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49650.58 Day 42 898.42 91-180 Days S-2 9691.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53239.62 Day 42 5337.46 91-180 Days S-3 8772.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28035.92 Day 42 3424.26 <30 Days S-4 695.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20660.43 Day 42 490.09 <30 Days S-5 2043.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99996.99 Day 42 8145.28 91-180 Days S-6 15783.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34168.12 Day 42 1085.11 Open S-7 503.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82418.98 Day 43 4381.40 Open A-0-Q 8338.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44840.32 Day 43 2199.63 <30 Days A-1-Q 510.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57072.26 Day 43 2951.06 91-180 Days A-2-Q 2566.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34136.93 Day 43 1126.27 <30 Days A-3-Q 2428.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74662.59 Day 43 5043.46 <30 Days A-4-Q 13785.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45206.66 Day 43 5801.23 91-180 Days A-5-Q 2966.48 No Legal