Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 Yes 47859.58 180 - 270 Days 458.09 <30 Days L-2 1850.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95836.09 180 - 270 Days 13437.84 <30 Days L-3 12430.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22514.49 180 - 270 Days 353.38 Open L-4 2993.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105590.56 180 - 270 Days 4730.21 <30 Days L-5 20995.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52421.54 180 - 270 Days 5381.44 30-90 Days L-6 829.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81749.14 180 - 270 Days 2819.51 30-90 Days L-7 3575.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80445.66 180 - 270 Days 8555.02 30-90 Days L-8 16063.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4539.42 180 - 270 Days 167.82 30-90 Days L-9 848.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103523.76 180 - 270 Days 15327.41 <30 Days LC-1 3405.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43168.28 180 - 270 Days 5405.69 Open LC-2 3314.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90895.14 180 - 270 Days 11571.34 30-90 Days N-1 9486.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73028.76 180 - 270 Days 9279.76 Open N-2 355.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83044.89 180 - 270 Days 6147.80 Open N-3 3768.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18955.48 180 - 270 Days 2444.06 30-90 Days N-4 1885.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32572.18 180 - 270 Days 3044.73 30-90 Days N-5 2607.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70689.24 180 - 270 Days 6771.97 91-180 Days N-6 10129.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45139.86 180 - 270 Days 2792.93 91-180 Days N-7 4049.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113331.22 180 - 270 Days 3544.55 91-180 Days P-1 22187.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33764.73 180 - 270 Days 4675.74 <30 Days P-2 4676.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1855.96 180 - 270 Days 7.81 Open S-8 349.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7948.10 180 - 270 Days 291.98 91-180 Days Y-1 1338.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97338.06 180 - 270 Days 10410.83 <30 Days Y-2 4747.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97552.27 180 - 270 Days 9978.59 91-180 Days Y-3 15525.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56398.89 180 - 270 Days 5234.87 30-90 Days Y-4 712.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104223.57 180 - 270 Days 9356.49 30-90 Days Z-1 15888.86 No Operations