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 68422.65 121 - 150 Days 7969.12 91-180 Days IG-3 4298.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8652.08 121 - 150 Days 1035.30 <30 Days IG-4 584.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 51857.00 121 - 150 Days 510.16 Open IG-5 7226.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55754.64 121 - 150 Days 4832.04 <30 Days IG-6 4350.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31086.75 121 - 150 Days 439.40 30-90 Days IG-7 2494.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 58892.29 121 - 150 Days 5471.81 Open IG-8 11563.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104178.75 121 - 150 Days 10702.52 30-90 Days L-1 14226.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78328.43 121 - 150 Days 8726.24 <30 Days L-10 4328.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 34331.06 121 - 150 Days 353.07 91-180 Days L-11 6700.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 13059.63 121 - 150 Days 1947.60 Open L-2 463.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97317.43 121 - 150 Days 5191.60 <30 Days L-3 312.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66304.17 121 - 150 Days 1566.57 <30 Days L-4 8026.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39168.52 121 - 150 Days 1035.46 Open L-5 7610.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14116.50 121 - 150 Days 1955.29 91-180 Days L-6 1849.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107421.51 121 - 150 Days 3171.05 91-180 Days L-7 979.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92047.08 121 - 150 Days 10349.05 <30 Days L-8 2047.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32639.00 121 - 150 Days 1405.70 <30 Days L-9 6194.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45343.78 121 - 150 Days 3607.21 <30 Days LC-1 9029.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6981.87 121 - 150 Days 896.04 30-90 Days LC-2 6.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2100.68 121 - 150 Days 274.43 91-180 Days N-1 36.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70180.37 121 - 150 Days 10055.87 91-180 Days N-2 13701.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106065.08 121 - 150 Days 6897.07 Open N-3 1690.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 110715.40 121 - 150 Days 14837.29 Open N-4 14373.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67699.90 121 - 150 Days 6706.80 Open N-5 9315.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16552.41 121 - 150 Days 612.46 Open N-6 1258.20 No Legal