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 113664.95 Day 47 12951.85 91-180 Days S-3 4244.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 60282.97 Day 47 7885.55 91-180 Days S-4 5212.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 17026.90 Day 47 1318.24 30-90 Days S-5 925.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 43413.37 Day 47 743.36 91-180 Days S-6 6216.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 704.57 Day 47 17.09 30-90 Days S-7 84.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 33204.20 Day 48 3223.31 30-90 Days A-0-Q 496.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 80397.96 Day 48 8627.74 Open A-1-Q 3131.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 9302.29 Day 48 1134.29 30-90 Days A-2-Q 954.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 103685.85 Day 48 15360.48 91-180 Days A-3-Q 9413.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 53103.04 Day 48 6819.38 <30 Days A-4-Q 3361.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 79999.93 Day 48 7148.61 <30 Days A-5-Q 8105.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 98918.98 Day 48 7542.42 <30 Days CB-1-Q 18576.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 51301.18 Day 48 5121.37 91-180 Days CB-2-Q 1514.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 79671.08 Day 48 11518.47 91-180 Days S-1-Q 15093.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 111376.83 Day 48 9376.94 91-180 Days S-2-Q 19974.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 107226.69 Day 48 15469.79 Open S-3-Q 6395.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 1788.94 Day 48 97.36 91-180 Days S-4-Q 42.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 6368.10 Day 48 609.59 <30 Days CB-3-Q 631.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 21718.47 Day 48 1413.09 30-90 Days G-1-Q 2166.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 97582.04 Day 48 3150.56 30-90 Days G-2-Q 13058.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 103437.99 Day 48 15112.21 Open G-3-Q 3937.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 94692.80 Day 48 2882.21 30-90 Days S-5-Q 1175.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63316.53 Day 48 4830.03 Open S-6-Q 10675.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 51475.30 Day 48 86.62 30-90 Days S-7-Q 8113.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 2765.93 Day 48 109.26 30-90 Days E-1-Q 123.51 Yes Liberty Capital Markets Inc. Finance