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 96301.77 Day 16 2359.67 <30 Days L-7 17200.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24658.48 Day 16 2154.86 <30 Days L-8 429.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109533.51 Day 16 2858.24 <30 Days L-9 21447.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37663.67 Day 16 4479.55 91-180 Days LC-1 4400.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63352.66 Day 16 7786.84 30-90 Days LC-2 10584.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6912.93 Day 16 380.99 30-90 Days N-1 52.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4548.27 Day 16 600.31 Open N-2 876.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7004.94 Day 16 824.30 <30 Days N-3 529.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108221.91 Day 16 7276.77 30-90 Days N-4 8410.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110160.09 Day 16 3602.65 91-180 Days N-5 13591.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86551.66 Day 16 10044.90 <30 Days N-6 4375.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26166.48 Day 16 3022.16 91-180 Days N-7 2242.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104559.97 Day 16 14550.06 <30 Days P-1 17971.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13644.95 Day 16 1199.71 91-180 Days P-2 1749.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31677.36 Day 16 3796.83 91-180 Days S-8 1554.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87533.67 Day 16 12161.55 91-180 Days Y-1 14200.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100661.47 Day 16 46.04 30-90 Days Y-2 9389.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21160.09 Day 16 2830.93 Open Y-3 2625.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58572.64 Day 16 6405.22 Open Y-4 10385.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88301.10 Day 16 13201.26 <30 Days Z-1 13225.79 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104409.37 Day 16 9566.61 91-180 Days A-2 20202.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81285.20 Day 16 2771.68 Open A-3 9051.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68418.47 Day 16 10140.44 91-180 Days A-4 698.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86237.20 Day 16 601.49 <30 Days A-5 15430.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81461.23 Day 16 8844.66 30-90 Days CB-1 14054.77 Yes Liberty Capital Markets Inc. Finance