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 100526.33 Day 1 4799.95 Open A-5 16993.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 93187.85 Day 1 7914.81 Open CB-1 4267.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 75317.56 Day 1 7279.93 <30 Days CB-2 6883.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 74830.25 Day 1 10242.88 <30 Days CB-3 14593.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 110119.91 Day 1 200.59 30-90 Days E-1 20726.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 108303.95 Day 1 9264.27 Open E-2 21411.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 49919.62 Day 1 571.52 91-180 Days G-1 6164.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 23849.79 Day 1 2448.73 30-90 Days G-2 1254.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 55820.07 Day 1 729.19 30-90 Days G-3 295.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 51531.38 Day 1 1576.98 Open IG-1 1071.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 38669.30 Day 1 3736.37 91-180 Days IG-2 3123.63 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 38395.28 Day 1 3763.16 91-180 Days S-1 6670.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 112533.79 Day 1 11064.16 <30 Days S-2 10621.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 64212.14 Day 1 3922.58 91-180 Days S-3 12135.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 20604.84 Day 1 1639.95 30-90 Days S-4 3478.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 111974.15 Day 1 13681.73 30-90 Days S-5 5450.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 113427.46 Day 1 3949.30 30-90 Days S-6 982.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 822.51 Day 1 117.90 91-180 Days S-7 19.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 61641.71 Day 2 8620.41 <30 Days A-0-Q 7485.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 94217.45 Day 2 10564.42 Open A-1-Q 13493.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 54083.42 Day 2 4083.29 <30 Days A-2-Q 1551.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 452.92 Day 2 43.31 Open A-3-Q 12.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 111929.79 Day 2 2630.06 <30 Days A-4-Q 10578.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 16414.60 Day 2 646.89 30-90 Days A-5-Q 257.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 48614.33 Day 2 1524.06 <30 Days CB-1-Q 8611.81 Yes Liberty International Finance Ltd. Treasury