Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 100161.98 151 - 179 Days 5669.21 <30 Days A-4 9292.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71129.61 151 - 179 Days 7280.62 91-180 Days A-5 2861.97 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30876.17 151 - 179 Days 759.11 91-180 Days CB-1 241.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56930.73 151 - 179 Days 7807.53 <30 Days CB-2 7914.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107403.84 151 - 179 Days 11806.61 30-90 Days CB-3 13470.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87214.65 151 - 179 Days 3659.92 <30 Days E-1 2957.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97012.68 151 - 179 Days 7011.37 Open E-2 16378.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81149.70 151 - 179 Days 7050.10 Open G-1 5507.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38232.64 151 - 179 Days 3145.39 Open G-2 3470.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107559.90 151 - 179 Days 14478.49 Open G-3 3382.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28242.82 151 - 179 Days 1184.74 30-90 Days IG-1 1082.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69739.34 151 - 179 Days 2614.53 91-180 Days IG-2 8975.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75733.68 151 - 179 Days 1055.16 91-180 Days S-1 6820.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84884.49 151 - 179 Days 7729.81 Open S-2 16849.69 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97755.44 151 - 179 Days 6102.96 Open S-3 5536.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 35884.18 151 - 179 Days 700.85 Open S-4 6306.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50309.95 151 - 179 Days 2662.88 Open S-5 4630.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4827.98 151 - 179 Days 546.46 91-180 Days S-6 553.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62410.46 151 - 179 Days 3128.56 Open S-7 11231.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16663.00 180 - 270 Days 1332.54 30-90 Days A-0-Q 2463.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75075.44 180 - 270 Days 10789.98 30-90 Days A-1-Q 4057.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11781.08 180 - 270 Days 940.70 Open A-2-Q 1151.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112397.51 180 - 270 Days 5101.95 Open A-3-Q 12856.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16167.62 180 - 270 Days 1447.17 Open A-4-Q 2268.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10867.49 180 - 270 Days 472.16 30-90 Days A-5-Q 1391.08 No Treasury