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 No 58924.61 75 - 82 Days 6108.92 30-90 Days IG-4 10811.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 70450.18 75 - 82 Days 9058.43 30-90 Days IG-5 1738.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 95114.40 75 - 82 Days 8254.66 Open IG-6 9850.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 30238.50 75 - 82 Days 4284.78 Open IG-7 3670.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77791.56 75 - 82 Days 9495.43 30-90 Days IG-8 2271.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 92960.04 75 - 82 Days 554.81 <30 Days L-1 12869.13 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 14445.53 75 - 82 Days 1008.79 30-90 Days L-10 1373.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96616.91 75 - 82 Days 13341.42 <30 Days L-11 14129.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 113295.64 75 - 82 Days 10871.17 91-180 Days L-2 2612.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18932.35 75 - 82 Days 13.39 30-90 Days L-3 3369.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108563.97 75 - 82 Days 6222.85 Open L-4 16402.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 87941.34 75 - 82 Days 6835.40 Open L-5 4915.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 108378.02 75 - 82 Days 1593.68 30-90 Days L-6 11199.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 111481.95 75 - 82 Days 1894.95 Open L-7 16482.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 49464.76 75 - 82 Days 6459.64 <30 Days L-8 6587.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 104863.08 75 - 82 Days 11076.56 Open L-9 564.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 45264.00 75 - 82 Days 2939.04 91-180 Days LC-1 7250.65 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99128.22 75 - 82 Days 14486.92 30-90 Days LC-2 6350.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 24122.53 75 - 82 Days 1415.68 30-90 Days N-1 2435.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 37338.44 75 - 82 Days 935.58 <30 Days N-2 3220.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56553.31 75 - 82 Days 1027.66 30-90 Days N-3 3934.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68694.76 75 - 82 Days 6468.90 30-90 Days N-4 5432.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 6127.86 75 - 82 Days 501.90 <30 Days N-5 647.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 26640.38 75 - 82 Days 1757.21 30-90 Days N-6 1168.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 58151.42 75 - 82 Days 6169.31 91-180 Days N-7 9749.25 No Treasury