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 93095.28 151 - 179 Days 7160.62 91-180 Days G-3 13470.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50176.84 151 - 179 Days 3982.14 <30 Days IG-1 6823.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38735.24 151 - 179 Days 3302.73 91-180 Days IG-2 5199.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 6344.42 151 - 179 Days 344.27 <30 Days S-1 1255.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 37691.75 151 - 179 Days 2705.46 91-180 Days S-2 1353.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 21707.12 151 - 179 Days 1529.51 Open S-3 2826.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74712.39 151 - 179 Days 10824.84 <30 Days S-4 4717.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 4824.69 151 - 179 Days 183.75 Open S-5 195.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 46304.99 151 - 179 Days 4168.18 <30 Days S-6 4594.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 15975.07 151 - 179 Days 1035.21 Open S-7 79.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 64069.40 180 - 270 Days 78.87 30-90 Days A-0-Q 11278.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 83280.19 180 - 270 Days 9325.06 <30 Days A-1-Q 13169.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71933.25 180 - 270 Days 3239.13 Open A-2-Q 11547.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 22927.02 180 - 270 Days 51.10 Open A-3-Q 3734.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 58690.69 180 - 270 Days 2278.08 91-180 Days A-4-Q 5548.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9308.69 180 - 270 Days 1106.96 Open A-5-Q 1385.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 15632.29 180 - 270 Days 2340.38 91-180 Days CB-1-Q 2282.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35269.46 180 - 270 Days 4563.61 91-180 Days CB-2-Q 1337.36 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 67842.96 180 - 270 Days 8211.65 91-180 Days S-1-Q 12253.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43382.91 180 - 270 Days 5779.69 30-90 Days S-2-Q 6835.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2956.96 180 - 270 Days 26.79 91-180 Days S-3-Q 192.77 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 112603.43 180 - 270 Days 9668.60 91-180 Days S-4-Q 2711.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 63901.05 180 - 270 Days 799.18 <30 Days CB-3-Q 11739.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 57241.04 180 - 270 Days 5959.51 30-90 Days G-1-Q 9975.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 17874.51 180 - 270 Days 513.37 Open G-2-Q 2125.55 Yes Liberty Wealth Management LLC Treasury