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 Retail No 25292.76 Day 44 2116.88 Open N-2 3491.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1840.61 Day 44 218.52 <30 Days N-3 28.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105815.11 Day 44 3227.10 91-180 Days N-4 12379.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73827.89 Day 44 6691.96 91-180 Days N-5 11100.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84945.32 Day 44 4691.94 Open N-6 7590.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78404.34 Day 44 5564.70 91-180 Days N-7 5663.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49004.46 Day 44 4245.32 91-180 Days P-1 1322.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13701.36 Day 44 720.86 <30 Days P-2 1795.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64334.55 Day 44 5328.23 91-180 Days S-8 4734.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110331.32 Day 44 10559.32 91-180 Days Y-1 18113.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31956.36 Day 44 1207.68 91-180 Days Y-2 4421.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3848.08 Day 44 301.68 30-90 Days Y-3 710.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28887.48 Day 44 642.79 <30 Days Y-4 4722.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75368.17 Day 44 8842.98 30-90 Days Z-1 12492.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93969.40 Day 44 2688.45 91-180 Days A-2 17990.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103227.51 Day 44 9751.09 91-180 Days A-3 8007.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39823.43 Day 44 4574.89 Open A-4 1830.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34089.81 Day 44 214.92 <30 Days A-5 5419.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80280.81 Day 44 10382.35 91-180 Days CB-1 9558.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32923.08 Day 44 1675.82 <30 Days CB-2 4688.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44537.90 Day 44 6372.68 30-90 Days CB-3 1603.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77380.78 Day 44 8273.01 30-90 Days E-1 15378.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14309.72 Day 44 367.45 <30 Days E-2 903.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107489.02 Day 44 11576.48 Open G-1 8525.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112556.28 Day 44 13391.94 Open G-2 2216.47 Yes Liberty Capital Markets Inc. Risk Management