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 26390.58 83 - 90 Days 721.91 91-180 Days S-6 2304.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 35666.97 83 - 90 Days 686.71 <30 Days S-7 1471.32 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6291.49 91 - 120 Days 171.81 30-90 Days A-0-Q 710.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72964.77 91 - 120 Days 5265.34 30-90 Days A-1-Q 7069.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25174.91 91 - 120 Days 555.94 30-90 Days A-2-Q 2561.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91414.67 91 - 120 Days 11955.06 Open A-3-Q 9726.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45564.43 91 - 120 Days 605.58 91-180 Days A-4-Q 8556.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108444.92 91 - 120 Days 14535.47 30-90 Days A-5-Q 15791.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41465.31 91 - 120 Days 4799.58 30-90 Days CB-1-Q 6316.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87602.65 91 - 120 Days 4937.68 30-90 Days CB-2-Q 6857.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30060.09 91 - 120 Days 3724.92 30-90 Days S-1-Q 2276.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93856.30 91 - 120 Days 987.82 30-90 Days S-2-Q 8958.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 8543.40 91 - 120 Days 506.59 Open S-3-Q 753.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45944.55 91 - 120 Days 6037.65 <30 Days S-4-Q 5599.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111140.44 91 - 120 Days 11020.46 91-180 Days CB-3-Q 9782.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 95297.96 91 - 120 Days 2513.49 30-90 Days G-1-Q 14129.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78490.61 91 - 120 Days 10346.35 Open G-2-Q 9375.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93944.42 91 - 120 Days 4079.16 30-90 Days G-3-Q 9924.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88444.87 91 - 120 Days 5366.46 91-180 Days S-5-Q 8984.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55532.58 91 - 120 Days 445.70 <30 Days S-6-Q 5890.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 67610.96 91 - 120 Days 9827.46 91-180 Days S-7-Q 63.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46204.30 91 - 120 Days 842.38 <30 Days E-1-Q 1132.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99767.26 91 - 120 Days 8729.53 <30 Days E-2-Q 17516.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75778.80 91 - 120 Days 6801.17 Open IG-1-Q 4185.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 85150.67 91 - 120 Days 8266.40 30-90 Days IG-2-Q 9084.33 Yes Liberty Mortgage Services Corp. Treasury