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 104387.86 121 - 150 Days 10417.19 91-180 Days S-2-Q 10186.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49445.17 121 - 150 Days 1887.93 Open S-3-Q 770.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61895.50 121 - 150 Days 238.66 <30 Days S-4-Q 10930.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12098.47 121 - 150 Days 1405.19 <30 Days CB-3-Q 1872.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3751.81 121 - 150 Days 158.33 Open G-1-Q 128.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83145.80 121 - 150 Days 5892.74 <30 Days G-2-Q 2819.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50540.13 121 - 150 Days 4303.42 91-180 Days G-3-Q 335.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12129.79 121 - 150 Days 1502.76 91-180 Days S-5-Q 578.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32027.45 121 - 150 Days 425.15 30-90 Days S-6-Q 3015.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33375.62 121 - 150 Days 2971.96 30-90 Days S-7-Q 2052.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51666.71 121 - 150 Days 4858.01 Open E-1-Q 6329.72 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37959.99 121 - 150 Days 2518.53 91-180 Days E-2-Q 4051.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11058.97 121 - 150 Days 975.80 91-180 Days IG-1-Q 1885.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93799.60 121 - 150 Days 3187.16 91-180 Days IG-2-Q 8660.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36614.35 121 - 150 Days 2970.60 91-180 Days C-1 4387.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46861.77 121 - 150 Days 2068.61 Open CB-4 4172.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80732.08 121 - 150 Days 9292.24 Open E-10 6209.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55043.82 121 - 150 Days 6483.08 <30 Days E-3 9775.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84768.59 121 - 150 Days 4329.76 30-90 Days E-4 7520.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84601.02 121 - 150 Days 10146.40 <30 Days E-5 993.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99695.10 121 - 150 Days 14227.59 91-180 Days E-6 12798.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61462.76 121 - 150 Days 2528.21 91-180 Days E-7 464.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10182.01 121 - 150 Days 93.05 91-180 Days E-8 1656.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53272.69 121 - 150 Days 3168.61 30-90 Days E-9 3925.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97385.69 121 - 150 Days 8476.79 30-90 Days G-4 6544.14 No Risk Management