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 46053.01 61 - 67 Days 2745.71 Open G-3 5606.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21322.06 61 - 67 Days 340.93 91-180 Days IG-1 3286.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38902.49 61 - 67 Days 2956.58 30-90 Days IG-2 4291.26 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 106747.04 61 - 67 Days 6034.59 Open S-1 16044.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101909.83 61 - 67 Days 14722.84 91-180 Days S-2 4757.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49056.77 61 - 67 Days 6307.20 30-90 Days S-3 7937.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52981.93 61 - 67 Days 825.47 <30 Days S-4 4829.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45989.30 61 - 67 Days 4864.94 <30 Days S-5 5686.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37239.02 61 - 67 Days 5542.05 30-90 Days S-6 6434.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41759.12 61 - 67 Days 6230.70 30-90 Days S-7 3861.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105215.36 68 - 74 Days 11033.41 Open A-0-Q 15473.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38923.16 68 - 74 Days 4050.73 Open A-1-Q 3232.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22417.66 68 - 74 Days 1335.11 Open A-2-Q 542.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72022.35 68 - 74 Days 8735.25 30-90 Days A-3-Q 6459.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71149.27 68 - 74 Days 606.51 91-180 Days A-4-Q 13570.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 1488.61 68 - 74 Days 110.58 Open A-5-Q 169.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 88745.55 68 - 74 Days 3338.32 91-180 Days CB-1-Q 6117.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34320.52 68 - 74 Days 4774.02 <30 Days CB-2-Q 5010.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84496.83 68 - 74 Days 6708.54 91-180 Days S-1-Q 6917.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102225.36 68 - 74 Days 14955.39 30-90 Days S-2-Q 6567.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12954.89 68 - 74 Days 1529.43 30-90 Days S-3-Q 2312.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108034.59 68 - 74 Days 13441.89 <30 Days S-4-Q 9570.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68679.39 68 - 74 Days 7167.28 Open CB-3-Q 8628.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66901.33 68 - 74 Days 6421.17 <30 Days G-1-Q 8437.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3294.04 68 - 74 Days 234.76 Open G-2-Q 146.61 Yes Liberty Capital Markets Inc. Risk Management