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 40893.05 151 - 179 Days 529.64 30-90 Days E-2-Q 3184.82 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61247.24 151 - 179 Days 3495.10 91-180 Days IG-1-Q 3428.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 18853.09 151 - 179 Days 2493.58 <30 Days IG-2-Q 3389.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 56518.35 151 - 179 Days 5605.84 30-90 Days C-1 4951.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70510.30 151 - 179 Days 8765.04 30-90 Days CB-4 4557.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15846.57 151 - 179 Days 2338.56 30-90 Days E-10 2002.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50616.88 151 - 179 Days 3103.75 <30 Days E-3 358.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105947.85 151 - 179 Days 9213.71 Open E-4 4329.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54797.89 151 - 179 Days 3474.94 Open E-5 4031.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82407.31 151 - 179 Days 7978.30 91-180 Days E-6 15404.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99138.40 151 - 179 Days 13392.39 <30 Days E-7 5797.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77953.25 151 - 179 Days 6914.95 91-180 Days E-8 10010.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74305.63 151 - 179 Days 1099.93 Open E-9 542.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80234.62 151 - 179 Days 1097.07 Open G-4 11040.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85545.24 151 - 179 Days 7835.39 Open IG-3 14985.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90188.36 151 - 179 Days 6651.45 <30 Days IG-4 10445.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60253.53 151 - 179 Days 4515.78 Open IG-5 5357.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11856.65 151 - 179 Days 1144.38 91-180 Days IG-6 1180.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2104.31 151 - 179 Days 77.34 30-90 Days IG-7 66.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63321.96 151 - 179 Days 3436.91 30-90 Days IG-8 6637.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89947.38 151 - 179 Days 9940.89 91-180 Days L-1 16998.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87409.91 151 - 179 Days 4103.33 91-180 Days L-10 12710.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29629.80 151 - 179 Days 2547.52 <30 Days L-11 781.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29977.12 151 - 179 Days 1246.88 <30 Days L-2 3827.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 35679.67 151 - 179 Days 834.32 30-90 Days L-3 5783.38 Yes Liberty Capital Markets Inc. Operations