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 7690.84 180 - 270 Days 665.21 <30 Days G-3-Q 1482.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 36625.50 180 - 270 Days 573.46 91-180 Days S-5-Q 216.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 78751.63 180 - 270 Days 1163.40 91-180 Days S-6-Q 11716.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 24985.92 180 - 270 Days 2106.13 91-180 Days S-7-Q 436.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41205.14 180 - 270 Days 1011.40 Open E-1-Q 6793.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33406.25 180 - 270 Days 781.56 91-180 Days E-2-Q 2998.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 24253.84 180 - 270 Days 3314.64 30-90 Days IG-1-Q 3442.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12169.82 180 - 270 Days 185.99 Open IG-2-Q 416.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108184.04 180 - 270 Days 13789.72 <30 Days C-1 495.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 78529.03 180 - 270 Days 10360.88 <30 Days CB-4 1466.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 63426.28 180 - 270 Days 7476.91 <30 Days E-10 3879.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61425.00 180 - 270 Days 8421.24 91-180 Days E-3 1815.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 49.90 180 - 270 Days 2.22 Open E-4 2.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 29487.48 180 - 270 Days 2064.80 <30 Days E-5 2216.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 70019.97 180 - 270 Days 9153.64 91-180 Days E-6 1668.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 27694.86 180 - 270 Days 1789.85 <30 Days E-7 4268.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 28030.85 180 - 270 Days 2418.68 <30 Days E-8 3924.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 51177.07 180 - 270 Days 4303.32 <30 Days E-9 5363.93 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38017.26 180 - 270 Days 1134.43 <30 Days G-4 3011.92 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 70923.79 180 - 270 Days 9355.42 91-180 Days IG-3 1176.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27918.08 180 - 270 Days 1758.76 Open IG-4 4370.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 28758.27 180 - 270 Days 2720.13 <30 Days IG-5 135.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56504.67 180 - 270 Days 6282.60 <30 Days IG-6 4372.76 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 46687.94 180 - 270 Days 5319.62 30-90 Days IG-7 1091.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 21225.93 180 - 270 Days 1546.01 <30 Days IG-8 2161.97 No Legal