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 46151.61 Day 46 5525.53 30-90 Days S-3 1292.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27825.52 Day 46 430.81 30-90 Days S-4 4866.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46601.57 Day 46 4628.64 30-90 Days S-5 187.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113458.15 Day 46 10279.55 30-90 Days S-6 12805.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112854.51 Day 46 9471.10 Open S-7 4968.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67576.55 Day 47 2067.40 30-90 Days A-0-Q 2316.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112316.21 Day 47 859.02 91-180 Days A-1-Q 14808.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6027.45 Day 47 219.04 30-90 Days A-2-Q 552.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57271.99 Day 47 1844.58 Open A-3-Q 4884.47 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98492.58 Day 47 1989.65 Open A-4-Q 1633.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76282.45 Day 47 9935.16 91-180 Days A-5-Q 11086.63 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45340.47 Day 47 576.45 30-90 Days CB-1-Q 4961.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53632.37 Day 47 3157.48 Open CB-2-Q 1070.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8981.47 Day 47 370.09 91-180 Days S-1-Q 1695.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41899.88 Day 47 2101.38 Open S-2-Q 868.11 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41087.87 Day 47 3972.83 Open S-3-Q 2654.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18784.58 Day 47 1318.34 91-180 Days S-4-Q 930.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5285.69 Day 47 705.22 <30 Days CB-3-Q 119.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94540.01 Day 47 1094.44 30-90 Days G-1-Q 639.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20251.61 Day 47 211.45 Open G-2-Q 512.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61092.30 Day 47 3413.83 Open G-3-Q 4034.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84112.39 Day 47 6036.10 Open S-5-Q 6568.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62376.49 Day 47 3473.84 30-90 Days S-6-Q 5081.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101290.30 Day 47 8340.65 Open S-7-Q 9541.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73018.24 Day 47 5235.41 30-90 Days E-1-Q 4203.90 Yes Liberty Capital Markets Inc. Treasury