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 Sovereign No 30411.32 Day 12 3145.07 91-180 Days S-4 3156.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100210.83 Day 12 11753.16 91-180 Days S-5 3228.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56834.02 Day 12 3563.95 91-180 Days S-6 4921.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101096.10 Day 12 11176.78 Open S-7 17421.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51496.16 Day 13 4383.88 30-90 Days A-0-Q 8024.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109398.32 Day 13 12291.65 Open A-1-Q 14411.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92418.52 Day 13 6955.91 Open A-2-Q 17069.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85871.11 Day 13 10469.41 <30 Days A-3-Q 1598.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2334.22 Day 13 20.56 30-90 Days A-4-Q 356.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20556.54 Day 13 1936.35 30-90 Days A-5-Q 408.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95477.89 Day 13 10932.95 91-180 Days CB-1-Q 4280.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75683.34 Day 13 1584.31 91-180 Days CB-2-Q 9470.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 64971.44 Day 13 784.96 Open S-1-Q 5620.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16141.72 Day 13 1517.16 91-180 Days S-2-Q 2709.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92962.06 Day 13 11607.80 <30 Days S-3-Q 14914.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26463.24 Day 13 3643.08 <30 Days S-4-Q 4369.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88624.26 Day 13 4797.15 <30 Days CB-3-Q 4149.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79867.23 Day 13 9535.03 <30 Days G-1-Q 8249.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1048.43 Day 13 139.88 Open G-2-Q 57.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48873.04 Day 13 1258.02 30-90 Days G-3-Q 2860.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84043.45 Day 13 5291.40 30-90 Days S-5-Q 6193.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87414.67 Day 13 13043.28 91-180 Days S-6-Q 13203.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50937.90 Day 13 1170.37 91-180 Days S-7-Q 5915.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50339.47 Day 13 4508.65 91-180 Days E-1-Q 9415.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47644.72 Day 13 184.48 30-90 Days E-2-Q 383.42 No Legal