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 34205.01 Day 47 4213.13 Open L-4 6363.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29029.33 Day 47 76.41 <30 Days L-5 2216.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4406.70 Day 47 339.69 30-90 Days L-6 393.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92529.48 Day 47 12926.37 <30 Days L-7 6020.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81583.61 Day 47 7813.04 <30 Days L-8 15313.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15097.62 Day 47 448.19 30-90 Days L-9 1797.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67992.34 Day 47 3621.00 <30 Days LC-1 8275.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89123.76 Day 47 13253.22 Open LC-2 5420.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27673.55 Day 47 2833.76 <30 Days N-1 1358.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38047.35 Day 47 964.36 <30 Days N-2 1767.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46670.34 Day 47 5807.61 91-180 Days N-3 7115.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17318.35 Day 47 1767.26 30-90 Days N-4 3009.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73381.72 Day 47 3698.27 91-180 Days N-5 10953.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87298.86 Day 47 5359.88 <30 Days N-6 12498.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109410.37 Day 47 1807.13 Open N-7 12588.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80924.73 Day 47 1749.22 Open P-1 10213.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82267.82 Day 47 180.83 Open P-2 3278.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47010.40 Day 47 527.02 91-180 Days S-8 8914.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86587.72 Day 47 67.72 30-90 Days Y-1 4344.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109766.23 Day 47 10420.53 91-180 Days Y-2 15515.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62933.25 Day 47 1022.78 91-180 Days Y-3 8726.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49692.03 Day 47 5089.72 30-90 Days Y-4 8408.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21490.52 Day 47 1797.47 91-180 Days Z-1 1993.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106234.19 Day 47 3558.53 <30 Days A-2 15276.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18503.00 Day 47 2398.16 30-90 Days A-3 765.34 No Risk Management