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 67777.31 >4 Yr <= 5 Yr 4469.63 <30 Days P-2 4401.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3805.63 >4 Yr <= 5 Yr 47.76 91-180 Days S-8 703.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15903.22 >4 Yr <= 5 Yr 2147.77 91-180 Days Y-1 21.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11976.45 >4 Yr <= 5 Yr 482.20 <30 Days Y-2 89.38 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101507.67 >4 Yr <= 5 Yr 12194.70 <30 Days Y-3 15038.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102164.25 >4 Yr <= 5 Yr 14060.02 30-90 Days Y-4 14217.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 24369.37 >4 Yr <= 5 Yr 3506.20 91-180 Days Z-1 946.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99975.46 >4 Yr <= 5 Yr 11846.43 <30 Days A-2 19476.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4487.28 >4 Yr <= 5 Yr 314.19 <30 Days A-3 802.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100559.64 >4 Yr <= 5 Yr 9702.93 Open A-4 9501.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100220.45 >4 Yr <= 5 Yr 4313.11 91-180 Days A-5 15148.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80214.00 >4 Yr <= 5 Yr 7596.11 Open CB-1 6729.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25189.67 >4 Yr <= 5 Yr 2183.97 30-90 Days CB-2 3437.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4190.53 >4 Yr <= 5 Yr 391.50 91-180 Days CB-3 318.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26207.45 >4 Yr <= 5 Yr 1527.21 <30 Days E-1 2670.50 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20113.06 >4 Yr <= 5 Yr 206.15 91-180 Days E-2 1985.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14865.13 >4 Yr <= 5 Yr 639.08 30-90 Days G-1 16.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75011.98 >4 Yr <= 5 Yr 11177.05 Open G-2 6907.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43810.94 >4 Yr <= 5 Yr 466.34 <30 Days G-3 5356.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 44802.63 >4 Yr <= 5 Yr 5716.11 30-90 Days IG-1 8624.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102802.49 >4 Yr <= 5 Yr 5959.26 Open IG-2 16591.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43313.58 >4 Yr <= 5 Yr 2261.34 Open S-1 5772.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32961.29 >4 Yr <= 5 Yr 3820.37 91-180 Days S-2 448.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 106742.12 >4 Yr <= 5 Yr 8703.44 <30 Days S-3 13224.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107439.79 >4 Yr <= 5 Yr 771.51 30-90 Days S-4 18551.44 Yes Liberty Wealth Management LLC Finance