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 MDB Yes 85525.42 Day 4 9659.53 91-180 Days Y-4 5030.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53160.88 Day 4 3914.42 30-90 Days Z-1 6235.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8530.92 Day 4 85.00 <30 Days A-2 1617.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40771.43 Day 4 659.04 30-90 Days A-3 4812.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107803.34 Day 4 13138.96 Open A-4 19902.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18646.43 Day 4 1900.00 30-90 Days A-5 3578.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108227.62 Day 4 15393.18 91-180 Days CB-1 19172.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50093.65 Day 4 3651.15 91-180 Days CB-2 4805.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109495.62 Day 4 6299.22 91-180 Days CB-3 5427.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5393.73 Day 4 704.61 <30 Days E-1 104.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8697.41 Day 4 170.55 <30 Days E-2 1210.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8567.61 Day 4 54.98 Open G-1 1645.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76654.02 Day 4 9579.67 30-90 Days G-2 5218.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94363.09 Day 4 98.25 30-90 Days G-3 17412.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87121.41 Day 4 11542.98 30-90 Days IG-1 12621.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24184.12 Day 4 3021.70 30-90 Days IG-2 1787.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104990.60 Day 4 2059.09 30-90 Days S-1 18561.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71999.19 Day 4 3761.22 <30 Days S-2 2386.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17562.65 Day 4 2013.92 91-180 Days S-3 1350.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50858.54 Day 4 2959.01 91-180 Days S-4 6237.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30208.56 Day 4 4342.19 91-180 Days S-5 2744.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47413.00 Day 4 4711.83 <30 Days S-6 6331.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46164.13 Day 4 495.37 30-90 Days S-7 4163.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77605.00 Day 5 2840.03 <30 Days A-0-Q 9576.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65362.19 Day 5 4941.09 Open A-1-Q 1328.47 No Treasury