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 Non-Financial Corporate Yes 101321.81 Day 40 14595.77 91-180 Days CB-2-Q 10797.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 23409.52 Day 40 67.25 Open S-1-Q 3422.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 20866.00 Day 40 2972.15 30-90 Days S-2-Q 2597.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12315.13 Day 40 1417.51 <30 Days S-3-Q 318.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 44809.11 Day 40 3525.16 30-90 Days S-4-Q 7328.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 55516.97 Day 40 6128.49 Open CB-3-Q 3476.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 36651.33 Day 40 5174.82 Open G-1-Q 4782.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 14318.04 Day 40 382.51 91-180 Days G-2-Q 1615.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 104850.43 Day 40 2477.67 30-90 Days G-3-Q 161.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 64519.66 Day 40 9359.42 91-180 Days S-5-Q 2587.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68718.74 Day 40 8420.97 Open S-6-Q 3247.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 24511.10 Day 40 1368.65 91-180 Days S-7-Q 1297.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 18659.13 Day 40 1742.97 <30 Days E-1-Q 3271.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 66560.56 Day 40 1610.48 91-180 Days E-2-Q 8471.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111866.99 Day 40 1754.25 Open IG-1-Q 9996.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59641.18 Day 40 1655.14 91-180 Days IG-2-Q 7574.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 37088.81 Day 40 1478.22 <30 Days C-1 3600.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 88410.20 Day 40 7771.95 91-180 Days CB-4 14028.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 86109.36 Day 40 9311.27 Open E-10 3721.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 71681.33 Day 40 5805.28 <30 Days E-3 11214.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 66107.73 Day 40 6412.63 91-180 Days E-4 3277.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 299.94 Day 40 36.49 Open E-5 35.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50547.54 Day 40 7201.10 91-180 Days E-6 4506.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 7053.74 Day 40 822.22 <30 Days E-7 226.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 94165.01 Day 40 10603.55 91-180 Days E-8 11571.30 Yes Liberty Capital Markets Inc. Legal