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 No 107635.35 >3 Yr <= 4 Yr 10440.75 Open N-7 20927.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91704.70 >3 Yr <= 4 Yr 1833.17 91-180 Days P-1 15413.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 24352.87 >3 Yr <= 4 Yr 1523.08 30-90 Days P-2 3074.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 45792.12 >3 Yr <= 4 Yr 5384.97 <30 Days S-8 4647.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 45738.47 >3 Yr <= 4 Yr 4713.76 Open Y-1 8212.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61693.06 >3 Yr <= 4 Yr 4645.93 <30 Days Y-2 7292.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18429.70 >3 Yr <= 4 Yr 524.92 91-180 Days Y-3 1155.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 26163.92 >3 Yr <= 4 Yr 1571.23 91-180 Days Y-4 1745.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2730.63 >3 Yr <= 4 Yr 139.78 91-180 Days Z-1 540.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97686.64 >3 Yr <= 4 Yr 6253.60 30-90 Days A-2 11871.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 26457.80 >3 Yr <= 4 Yr 971.72 91-180 Days A-3 3380.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 68756.15 >3 Yr <= 4 Yr 6604.29 <30 Days A-4 10518.96 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 52029.78 >3 Yr <= 4 Yr 2803.57 <30 Days A-5 5096.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 157.13 >3 Yr <= 4 Yr 4.96 30-90 Days CB-1 2.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61433.96 >3 Yr <= 4 Yr 664.98 Open CB-2 1471.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 3302.84 >3 Yr <= 4 Yr 259.58 Open CB-3 107.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 70478.87 >3 Yr <= 4 Yr 7981.66 91-180 Days E-1 7822.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 29897.87 >3 Yr <= 4 Yr 3441.38 Open E-2 3560.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 72320.62 >3 Yr <= 4 Yr 8028.24 91-180 Days G-1 12051.75 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 44760.76 >3 Yr <= 4 Yr 2195.90 <30 Days G-2 1860.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 4523.13 >3 Yr <= 4 Yr 219.97 <30 Days G-3 827.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 86301.91 >3 Yr <= 4 Yr 3709.46 <30 Days IG-1 13843.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 46902.31 >3 Yr <= 4 Yr 762.66 30-90 Days IG-2 8730.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 12561.82 >3 Yr <= 4 Yr 774.91 30-90 Days S-1 694.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 49601.34 >3 Yr <= 4 Yr 7401.62 <30 Days S-2 9512.41 Yes Liberty International Finance Ltd. Risk Management