Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 91162.65 Day 8 8021.63 91-180 Days S-4 3979.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43535.37 Day 8 110.57 30-90 Days S-5 382.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93243.47 Day 8 1852.46 30-90 Days S-6 1089.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34359.16 Day 8 706.25 <30 Days S-7 4964.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23383.27 Day 9 1445.88 Open A-0-Q 4098.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49568.14 Day 9 655.86 Open A-1-Q 612.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101111.69 Day 9 7215.22 Open A-2-Q 8706.53 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31554.57 Day 9 3202.15 91-180 Days A-3-Q 5552.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50104.04 Day 9 730.96 Open A-4-Q 3985.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43204.02 Day 9 2753.40 30-90 Days A-5-Q 3129.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63743.58 Day 9 379.71 <30 Days CB-1-Q 6226.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88021.75 Day 9 24.37 91-180 Days CB-2-Q 12663.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86959.11 Day 9 2143.99 91-180 Days S-1-Q 4146.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25660.28 Day 9 2834.81 30-90 Days S-2-Q 914.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40610.15 Day 9 2103.77 Open S-3-Q 4903.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31308.61 Day 9 1652.97 Open S-4-Q 6003.39 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100504.19 Day 9 11995.14 Open CB-3-Q 2220.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15065.23 Day 9 574.58 Open G-1-Q 245.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78623.17 Day 9 3946.44 Open G-2-Q 10749.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64341.75 Day 9 3081.95 <30 Days G-3-Q 592.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78370.67 Day 9 7956.06 Open S-5-Q 5566.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44387.36 Day 9 3496.21 <30 Days S-6-Q 1899.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84984.38 Day 9 3960.31 <30 Days S-7-Q 15989.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37284.49 Day 9 384.24 91-180 Days E-1-Q 1608.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108592.99 Day 9 13081.26 Open E-2-Q 4601.62 No Finance