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 Non-Financial Corporate Yes 67941.11 Day 38 10076.29 Open S-4 11779.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 81667.54 Day 38 11444.25 30-90 Days S-5 3093.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96447.58 Day 38 10331.93 30-90 Days S-6 1348.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 11379.48 Day 38 1591.50 Open S-7 673.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 57331.25 Day 39 8142.55 91-180 Days A-0-Q 2185.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 2845.71 Day 39 190.40 91-180 Days A-1-Q 187.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 17165.94 Day 39 1931.95 Open A-2-Q 1888.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 45243.38 Day 39 3809.60 91-180 Days A-3-Q 4916.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77036.53 Day 39 7897.07 91-180 Days A-4-Q 9166.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 39179.64 Day 39 1688.35 91-180 Days A-5-Q 6065.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 9737.72 Day 39 478.84 30-90 Days CB-1-Q 1671.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 108492.92 Day 39 14443.47 91-180 Days CB-2-Q 13746.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96797.31 Day 39 8915.76 <30 Days S-1-Q 9658.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 111073.70 Day 39 6213.10 91-180 Days S-2-Q 18478.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 78841.57 Day 39 10390.76 <30 Days S-3-Q 10391.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 66606.15 Day 39 3539.99 30-90 Days S-4-Q 4097.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91478.90 Day 39 973.89 91-180 Days CB-3-Q 11144.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 75877.74 Day 39 9360.07 Open G-1-Q 8207.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 91260.57 Day 39 2609.35 <30 Days G-2-Q 13284.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 44110.65 Day 39 5227.75 91-180 Days G-3-Q 2361.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 106844.82 Day 39 4676.94 Open S-5-Q 749.14 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 103977.72 Day 39 1183.58 Open S-6-Q 16912.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27772.06 Day 39 563.07 91-180 Days S-7-Q 1288.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33768.33 Day 39 516.69 <30 Days E-1-Q 45.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 107168.12 Day 39 13982.53 91-180 Days E-2-Q 11094.05 No Legal