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 46718.13 Day 10 2257.56 30-90 Days N-5 5779.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16588.53 Day 10 1638.67 Open N-6 810.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21177.06 Day 10 2364.42 30-90 Days N-7 1374.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6646.63 Day 10 683.72 <30 Days P-1 271.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81017.81 Day 10 7860.26 Open P-2 9713.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55509.42 Day 10 5938.34 <30 Days S-8 7945.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10149.53 Day 10 206.40 91-180 Days Y-1 1203.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51626.68 Day 10 6633.92 <30 Days Y-2 5581.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93331.74 Day 10 916.91 30-90 Days Y-3 12916.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90558.49 Day 10 7879.44 91-180 Days Y-4 11754.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25342.46 Day 10 1219.33 91-180 Days Z-1 1526.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89227.62 Day 10 9520.80 <30 Days A-2 11546.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60119.56 Day 10 7530.11 <30 Days A-3 4939.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66415.74 Day 10 2973.39 Open A-4 1143.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103703.69 Day 10 7161.07 Open A-5 12388.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12155.23 Day 10 535.13 <30 Days CB-1 1768.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67739.48 Day 10 3885.31 Open CB-2 13487.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33283.36 Day 10 4112.30 Open CB-3 3939.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106393.70 Day 10 7790.20 30-90 Days E-1 18768.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 18383.61 Day 10 2570.62 91-180 Days E-2 2369.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76534.49 Day 10 579.68 <30 Days G-1 12348.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85511.24 Day 10 9363.27 Open G-2 3984.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65732.18 Day 10 2257.10 <30 Days G-3 9262.53 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46039.93 Day 10 6516.35 <30 Days IG-1 5479.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57738.22 Day 10 4189.69 <30 Days IG-2 858.37 No Risk Management