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 Yes 69327.18 Day 32 2530.66 91-180 Days A-5-Q 3881.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94080.41 Day 32 3719.35 30-90 Days CB-1-Q 18149.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92836.54 Day 32 10828.94 91-180 Days CB-2-Q 8541.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79762.19 Day 32 7387.97 Open S-1-Q 8678.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111199.50 Day 32 8160.68 30-90 Days S-2-Q 15538.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64071.16 Day 32 6836.32 Open S-3-Q 2422.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9609.09 Day 32 832.75 30-90 Days S-4-Q 129.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56307.88 Day 32 4872.78 91-180 Days CB-3-Q 8216.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18235.72 Day 32 2092.52 91-180 Days G-1-Q 3092.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25771.99 Day 32 2874.83 91-180 Days G-2-Q 2094.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50670.21 Day 32 3539.11 30-90 Days G-3-Q 679.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88343.72 Day 32 5437.50 Open S-5-Q 12287.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68441.58 Day 32 5197.61 91-180 Days S-6-Q 2359.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14284.62 Day 32 2061.00 91-180 Days S-7-Q 1860.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14375.16 Day 32 1604.48 91-180 Days E-1-Q 1048.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84014.75 Day 32 2558.64 30-90 Days E-2-Q 968.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37123.56 Day 32 1978.28 91-180 Days IG-1-Q 2458.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14534.89 Day 32 1777.98 30-90 Days IG-2-Q 2793.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55782.99 Day 32 2666.18 <30 Days C-1 8805.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58761.71 Day 32 5344.48 Open CB-4 7374.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100107.42 Day 32 8526.95 <30 Days E-10 12437.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52221.75 Day 32 2565.76 <30 Days E-3 9827.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36855.17 Day 32 1460.19 30-90 Days E-4 1786.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73320.30 Day 32 6065.78 <30 Days E-5 5762.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28419.66 Day 32 765.43 <30 Days E-6 972.50 No Treasury