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 No 72143.03 Day 45 8397.09 <30 Days A-3-Q 3716.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95553.53 Day 45 11512.95 <30 Days A-4-Q 6334.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23030.79 Day 45 641.36 30-90 Days A-5-Q 3130.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34368.04 Day 45 12.15 <30 Days CB-1-Q 1509.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 44906.99 Day 45 1513.42 91-180 Days CB-2-Q 8731.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41396.85 Day 45 1780.32 30-90 Days S-1-Q 6389.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90346.80 Day 45 6740.63 30-90 Days S-2-Q 731.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76811.48 Day 45 6308.17 30-90 Days S-3-Q 6639.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46744.54 Day 45 1007.58 30-90 Days S-4-Q 89.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77520.77 Day 45 1729.53 91-180 Days CB-3-Q 7406.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 10436.10 Day 45 646.07 <30 Days G-1-Q 1088.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62194.17 Day 45 6357.67 <30 Days G-2-Q 83.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72140.81 Day 45 6931.61 <30 Days G-3-Q 4874.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94324.65 Day 45 7859.48 30-90 Days S-5-Q 4866.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90200.27 Day 45 3894.81 91-180 Days S-6-Q 17633.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61038.26 Day 45 6183.60 91-180 Days S-7-Q 3802.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25983.11 Day 45 1569.66 <30 Days E-1-Q 427.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51827.47 Day 45 6865.04 30-90 Days E-2-Q 3511.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37711.78 Day 45 1363.49 <30 Days IG-1-Q 3108.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 38613.48 Day 45 4802.90 91-180 Days IG-2-Q 2307.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12561.91 Day 45 337.93 <30 Days C-1 107.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81448.06 Day 45 3509.82 Open CB-4 11890.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26784.59 Day 45 8.70 <30 Days E-10 4253.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 1728.77 Day 45 73.40 <30 Days E-3 212.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111425.18 Day 45 13491.78 30-90 Days E-4 22258.25 No Legal