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 Financial Market Utility No 107461.39 151 - 179 Days 11732.25 30-90 Days E-1 1080.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 106695.40 151 - 179 Days 14026.93 30-90 Days E-2 6098.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76556.15 151 - 179 Days 9231.59 Open G-1 12177.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 7172.93 151 - 179 Days 988.96 30-90 Days G-2 433.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68501.84 151 - 179 Days 2603.34 <30 Days G-3 13617.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 62537.81 151 - 179 Days 2494.29 30-90 Days IG-1 4920.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94352.90 151 - 179 Days 13140.62 Open IG-2 1633.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 45766.51 151 - 179 Days 2800.41 30-90 Days S-1 7666.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 55001.43 151 - 179 Days 6202.35 <30 Days S-2 8628.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 87183.75 151 - 179 Days 9346.56 Open S-3 758.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 89323.86 151 - 179 Days 9540.51 <30 Days S-4 8214.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 19282.58 151 - 179 Days 889.02 91-180 Days S-5 3160.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83157.64 151 - 179 Days 644.51 <30 Days S-6 2813.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99267.29 151 - 179 Days 8108.03 <30 Days S-7 11996.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28894.94 180 - 270 Days 148.42 91-180 Days A-0-Q 1018.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 92762.26 180 - 270 Days 13837.79 30-90 Days A-1-Q 15669.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 89343.16 180 - 270 Days 997.78 30-90 Days A-2-Q 14105.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 4321.74 180 - 270 Days 68.51 91-180 Days A-3-Q 246.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110836.03 180 - 270 Days 8583.24 Open A-4-Q 13878.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 75172.97 180 - 270 Days 2696.98 <30 Days A-5-Q 12196.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 108932.15 180 - 270 Days 13552.13 30-90 Days CB-1-Q 13551.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14915.35 180 - 270 Days 1629.06 Open CB-2-Q 2120.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15190.64 180 - 270 Days 1493.58 30-90 Days S-1-Q 1750.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16972.77 180 - 270 Days 2141.84 <30 Days S-2-Q 1462.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 52076.09 180 - 270 Days 6700.18 Open S-3-Q 7500.96 No Treasury