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 693.10 180 - 270 Days 91.87 30-90 Days IG-6 57.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83729.65 180 - 270 Days 2744.97 91-180 Days IG-7 10543.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30327.78 180 - 270 Days 2766.33 <30 Days IG-8 554.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65843.13 180 - 270 Days 2243.80 Open L-1 9170.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61589.73 180 - 270 Days 6674.99 91-180 Days L-10 9349.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86653.85 180 - 270 Days 9590.11 <30 Days L-11 13821.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54283.08 180 - 270 Days 5789.85 30-90 Days L-2 7767.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71274.19 180 - 270 Days 6692.30 30-90 Days L-3 12244.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73720.41 180 - 270 Days 5279.09 30-90 Days L-4 6016.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78782.72 180 - 270 Days 1372.88 Open L-5 7559.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71657.91 180 - 270 Days 10194.47 91-180 Days L-6 3623.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79680.23 180 - 270 Days 4270.10 91-180 Days L-7 11312.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93077.20 180 - 270 Days 8270.20 Open L-8 9320.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53684.97 180 - 270 Days 7147.56 91-180 Days L-9 6531.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83518.68 180 - 270 Days 11465.66 <30 Days LC-1 3107.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95978.09 180 - 270 Days 14125.05 Open LC-2 12395.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34808.26 180 - 270 Days 4544.10 91-180 Days N-1 6643.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67572.74 180 - 270 Days 1.83 91-180 Days N-2 4603.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15551.42 180 - 270 Days 1813.47 91-180 Days N-3 1781.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98469.92 180 - 270 Days 7671.61 91-180 Days N-4 10037.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96570.06 180 - 270 Days 7186.65 <30 Days N-5 17531.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63753.38 180 - 270 Days 3942.36 <30 Days N-6 4456.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 37677.22 180 - 270 Days 5542.99 91-180 Days N-7 3186.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98108.75 180 - 270 Days 14215.17 30-90 Days P-1 18328.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93973.38 180 - 270 Days 11386.62 30-90 Days P-2 9883.64 Yes Liberty Capital Markets Inc. Operations