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 No 3535.01 180 - 270 Days 281.68 30-90 Days IG-2 399.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10192.97 180 - 270 Days 1092.01 <30 Days S-1 1351.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 58485.29 180 - 270 Days 854.31 30-90 Days S-2 2551.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 31851.71 180 - 270 Days 1313.56 91-180 Days S-3 4593.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109349.08 180 - 270 Days 398.70 Open S-4 14108.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91461.32 180 - 270 Days 28.46 30-90 Days S-5 12334.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 56399.79 180 - 270 Days 606.36 Open S-6 9393.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40744.46 180 - 270 Days 5620.59 91-180 Days S-7 5444.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52642.03 271 - 364 Days 440.74 30-90 Days A-0-Q 2257.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30041.98 271 - 364 Days 4417.33 Open A-1-Q 2360.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69086.89 271 - 364 Days 3759.75 Open A-2-Q 706.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96349.89 271 - 364 Days 13905.51 Open A-3-Q 11238.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66120.74 271 - 364 Days 1949.47 91-180 Days A-4-Q 4840.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 17859.63 271 - 364 Days 1603.78 91-180 Days A-5-Q 3089.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113452.40 271 - 364 Days 13206.98 91-180 Days CB-1-Q 18070.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47447.79 271 - 364 Days 5185.53 <30 Days CB-2-Q 3828.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100178.89 271 - 364 Days 11825.31 <30 Days S-1-Q 10051.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68219.39 271 - 364 Days 6659.24 <30 Days S-2-Q 3206.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 21317.74 271 - 364 Days 2904.45 30-90 Days S-3-Q 2093.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4076.17 271 - 364 Days 147.33 91-180 Days S-4-Q 42.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22790.91 271 - 364 Days 3196.54 <30 Days CB-3-Q 1329.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 26767.31 271 - 364 Days 88.13 <30 Days G-1-Q 4007.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74410.81 271 - 364 Days 3331.02 30-90 Days G-2-Q 8295.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28874.38 271 - 364 Days 1170.51 30-90 Days G-3-Q 1611.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7354.39 271 - 364 Days 677.80 91-180 Days S-5-Q 90.53 Yes Liberty Capital Markets Inc. Finance