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 Debt Issuing SPE Yes 26170.89 Open 2336.26 Open IG-4 4461.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 15017.18 Open 1537.47 30-90 Days IG-5 2132.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 32963.49 Open 544.37 Open IG-6 3215.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 27139.56 Open 3829.06 30-90 Days IG-7 3727.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 7151.54 Open 1041.53 Open IG-8 985.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 58002.76 Open 1190.19 91-180 Days L-1 7822.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 77409.15 Open 2695.00 91-180 Days L-10 7320.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 17829.55 Open 258.37 Open L-11 1858.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 30612.23 Open 394.67 <30 Days L-2 5201.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 43814.28 Open 5756.28 91-180 Days L-3 8003.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 65726.52 Open 6894.58 Open L-4 5762.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 38531.66 Open 542.04 Open L-5 1040.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 79083.66 Open 3143.04 30-90 Days L-6 8274.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 86878.92 Open 11935.76 30-90 Days L-7 127.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 109026.72 Open 7463.75 30-90 Days L-8 4462.72 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 33948.22 Open 3638.88 91-180 Days L-9 6199.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 89392.84 Open 4168.24 91-180 Days LC-1 8744.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 169.66 Open 11.12 30-90 Days LC-2 13.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 91540.91 Open 12452.04 91-180 Days N-1 9707.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 26178.15 Open 1797.30 91-180 Days N-2 3595.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 29079.72 Open 1556.02 30-90 Days N-3 4167.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 112079.15 Open 15448.45 91-180 Days N-4 5901.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 36693.61 Open 2394.64 91-180 Days N-5 4707.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 49325.90 Open 2098.63 <30 Days N-6 3896.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 69910.66 Open 1607.33 30-90 Days N-7 3458.13 No Legal