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 50854.82 Day 38 639.88 91-180 Days IG-1-Q 2399.60 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52394.03 Day 38 2852.70 30-90 Days IG-2-Q 2658.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56536.74 Day 38 2257.24 Open C-1 7393.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65393.19 Day 38 5365.42 30-90 Days CB-4 5640.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26555.06 Day 38 1777.64 <30 Days E-10 4780.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35616.40 Day 38 1634.73 30-90 Days E-3 1965.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18679.78 Day 38 457.11 Open E-4 1169.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21354.57 Day 38 1338.68 30-90 Days E-5 1505.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82473.27 Day 38 5801.96 91-180 Days E-6 15525.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110707.91 Day 38 10088.04 Open E-7 13621.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33470.36 Day 38 819.30 30-90 Days E-8 3654.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88869.27 Day 38 7566.58 91-180 Days E-9 13397.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93667.56 Day 38 5254.57 <30 Days G-4 17911.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43019.56 Day 38 2265.43 30-90 Days IG-3 2105.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47357.62 Day 38 5958.78 <30 Days IG-4 7747.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46503.36 Day 38 6345.79 30-90 Days IG-5 5662.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107062.24 Day 38 3907.55 30-90 Days IG-6 4447.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58942.25 Day 38 5185.48 30-90 Days IG-7 1909.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33532.19 Day 38 979.46 30-90 Days IG-8 3208.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61891.78 Day 38 3539.72 <30 Days L-1 864.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90269.64 Day 38 8387.83 30-90 Days L-10 565.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37712.51 Day 38 3492.90 Open L-11 7261.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16605.82 Day 38 435.32 91-180 Days L-2 2005.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45296.64 Day 38 3165.98 91-180 Days L-3 7944.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106805.15 Day 38 213.38 <30 Days L-4 2524.32 Yes Liberty Mortgage Services Corp. Finance