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 64785.97 Day 25 5896.85 Open A-3-Q 12580.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60214.56 Day 25 6952.33 91-180 Days A-4-Q 6820.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 113181.87 Day 25 7505.45 30-90 Days A-5-Q 19203.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13256.65 Day 25 1832.37 <30 Days CB-1-Q 1960.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44602.26 Day 25 1759.84 91-180 Days CB-2-Q 6362.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105233.86 Day 25 13907.99 30-90 Days S-1-Q 18313.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105135.68 Day 25 5348.10 Open S-2-Q 12506.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35196.24 Day 25 2682.20 91-180 Days S-3-Q 1266.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73798.44 Day 25 3899.67 Open S-4-Q 8826.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68529.46 Day 25 7671.71 Open CB-3-Q 1560.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42349.72 Day 25 2773.81 <30 Days G-1-Q 7173.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30399.32 Day 25 3620.76 30-90 Days G-2-Q 5742.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37331.53 Day 25 3051.79 91-180 Days G-3-Q 1618.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81857.34 Day 25 8575.04 30-90 Days S-5-Q 1632.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21790.57 Day 25 1189.73 Open S-6-Q 239.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79707.42 Day 25 5945.56 91-180 Days S-7-Q 8630.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58712.19 Day 25 8530.26 <30 Days E-1-Q 4802.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99991.19 Day 25 2708.17 91-180 Days E-2-Q 12704.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79619.87 Day 25 8392.71 Open IG-1-Q 13115.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94619.73 Day 25 6800.71 <30 Days IG-2-Q 16674.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22935.85 Day 25 2182.88 30-90 Days C-1 238.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91899.68 Day 25 311.44 91-180 Days CB-4 17819.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6908.75 Day 25 926.99 Open E-10 683.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40714.89 Day 25 354.02 91-180 Days E-3 5123.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21754.10 Day 25 1667.71 <30 Days E-4 3823.36 Yes Liberty Wealth Management LLC Finance