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 45543.88 Day 7 5037.06 91-180 Days CB-3 1951.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28201.29 Day 7 4159.06 <30 Days E-1 2818.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55356.43 Day 7 1387.49 30-90 Days E-2 6452.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25048.51 Day 7 2364.10 91-180 Days G-1 4918.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41670.06 Day 7 4251.30 Open G-2 6956.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4479.55 Day 7 643.60 30-90 Days G-3 144.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56548.85 Day 7 1057.61 91-180 Days IG-1 9307.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47351.88 Day 7 6551.90 30-90 Days IG-2 3947.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42041.08 Day 7 1577.04 Open S-1 5160.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99185.13 Day 7 6051.53 91-180 Days S-2 876.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73051.95 Day 7 2389.49 Open S-3 7114.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29567.29 Day 7 3915.32 <30 Days S-4 2083.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51617.65 Day 7 2544.77 <30 Days S-5 6473.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32590.91 Day 7 3785.32 Open S-6 574.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38765.46 Day 7 2530.55 <30 Days S-7 3090.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66658.67 Day 8 1199.14 91-180 Days A-0-Q 9587.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89937.16 Day 8 7178.37 <30 Days A-1-Q 14743.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25874.63 Day 8 460.57 30-90 Days A-2-Q 2761.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84650.57 Day 8 11061.66 Open A-3-Q 5458.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13788.15 Day 8 1099.14 <30 Days A-4-Q 2231.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112367.75 Day 8 6739.73 <30 Days A-5-Q 5234.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31475.90 Day 8 1653.81 Open CB-1-Q 3948.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84373.01 Day 8 4960.45 30-90 Days CB-2-Q 6805.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18054.89 Day 8 2103.90 30-90 Days S-1-Q 2781.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15523.04 Day 8 2084.45 91-180 Days S-2-Q 2483.62 No Operations