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 Central Bank Yes 85030.65 Day 31 12337.60 91-180 Days IG-1 10684.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26978.10 Day 31 997.88 91-180 Days IG-2 2239.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11428.13 Day 31 1704.91 30-90 Days S-1 1301.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90727.05 Day 31 3738.67 <30 Days S-2 9194.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55727.10 Day 31 3334.04 <30 Days S-3 4544.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19639.90 Day 31 1633.59 30-90 Days S-4 675.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91903.84 Day 31 10429.34 <30 Days S-5 1724.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9817.00 Day 31 1351.32 30-90 Days S-6 1430.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48060.00 Day 31 1513.60 <30 Days S-7 7062.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 41441.38 Day 32 1691.02 <30 Days A-0-Q 4342.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86975.03 Day 32 12505.90 Open A-1-Q 12446.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56014.40 Day 32 5934.54 91-180 Days A-2-Q 75.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12118.95 Day 32 1033.74 Open A-3-Q 151.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74204.53 Day 32 8485.15 <30 Days A-4-Q 14388.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71069.05 Day 32 9370.80 <30 Days A-5-Q 6522.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92860.58 Day 32 13136.62 Open CB-1-Q 7922.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3965.21 Day 32 335.97 <30 Days CB-2-Q 470.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57453.34 Day 32 8033.49 30-90 Days S-1-Q 1810.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98489.15 Day 32 6531.38 Open S-2-Q 8913.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24020.69 Day 32 804.21 Open S-3-Q 297.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70631.47 Day 32 330.03 Open S-4-Q 9719.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39463.63 Day 32 628.80 91-180 Days CB-3-Q 5438.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18575.76 Day 32 95.65 <30 Days G-1-Q 353.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91966.61 Day 32 3932.35 Open G-2-Q 3836.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100204.93 Day 32 2962.79 Open G-3-Q 16149.55 Yes Liberty Mortgage Services Corp. Treasury