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 No 97078.21 Day 9 2879.69 91-180 Days IG-1-Q 6580.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23237.91 Day 9 332.69 <30 Days IG-2-Q 4526.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93534.97 Day 9 7908.12 30-90 Days C-1 14524.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87662.22 Day 9 8055.66 91-180 Days CB-4 6672.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7814.69 Day 9 352.39 91-180 Days E-10 1558.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100609.96 Day 9 1374.55 91-180 Days E-3 11536.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53095.13 Day 9 3207.58 30-90 Days E-4 9225.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78171.06 Day 9 4095.09 <30 Days E-5 4481.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41511.65 Day 9 3184.82 91-180 Days E-6 6042.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30606.11 Day 9 3322.23 91-180 Days E-7 753.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87758.70 Day 9 11328.01 Open E-8 12560.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84509.96 Day 9 6726.15 30-90 Days E-9 5038.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67433.78 Day 9 8692.83 Open G-4 4412.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92369.46 Day 9 8547.28 30-90 Days IG-3 1089.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45538.38 Day 9 3654.20 <30 Days IG-4 2639.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23808.11 Day 9 1623.21 30-90 Days IG-5 1193.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43603.98 Day 9 1147.89 30-90 Days IG-6 2291.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58829.62 Day 9 4559.78 <30 Days IG-7 4056.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83077.41 Day 9 12277.14 <30 Days IG-8 10600.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47719.48 Day 9 5456.03 Open L-1 653.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53974.87 Day 9 4364.33 30-90 Days L-10 4584.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54985.56 Day 9 5806.86 Open L-11 7505.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43327.67 Day 9 676.00 <30 Days L-2 3405.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69054.00 Day 9 8530.23 30-90 Days L-3 3616.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59238.89 Day 9 7627.47 Open L-4 1039.41 No Treasury