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 No 76686.94 Day 46 10744.87 91-180 Days L-4 10808.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74844.83 Day 46 2696.42 <30 Days L-5 1670.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44233.37 Day 46 6361.26 <30 Days L-6 7961.29 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42012.00 Day 46 2602.41 Open L-7 4990.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94531.06 Day 46 4515.12 30-90 Days L-8 1295.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1596.06 Day 46 140.43 <30 Days L-9 81.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110706.63 Day 46 15158.00 30-90 Days LC-1 11273.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28592.61 Day 46 2080.99 91-180 Days LC-2 3052.16 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107287.34 Day 46 6286.04 91-180 Days N-1 13411.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103638.60 Day 46 427.94 30-90 Days N-2 16563.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92911.79 Day 46 346.23 30-90 Days N-3 5366.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19046.42 Day 46 649.28 <30 Days N-4 1288.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112643.99 Day 46 4484.77 30-90 Days N-5 19700.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18634.10 Day 46 508.27 <30 Days N-6 3282.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10322.61 Day 46 295.52 30-90 Days N-7 1367.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31995.26 Day 46 251.61 Open P-1 2050.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48521.01 Day 46 1637.95 91-180 Days P-2 8756.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102161.36 Day 46 8389.05 Open S-8 4912.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58378.60 Day 46 2820.33 91-180 Days Y-1 11391.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66713.50 Day 46 3325.79 91-180 Days Y-2 6453.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39860.68 Day 46 958.47 91-180 Days Y-3 7122.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4464.92 Day 46 524.44 <30 Days Y-4 188.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78664.07 Day 46 123.34 91-180 Days Z-1 7080.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10240.89 Day 46 651.87 Open A-2 1258.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35995.05 Day 46 680.80 Open A-3 7157.11 Yes Liberty Mortgage Services Corp. Risk Management