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 104100.29 Day 27 15009.91 <30 Days E-1-Q 17825.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2745.97 Day 27 315.90 Open E-2-Q 219.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90928.85 Day 27 12865.23 91-180 Days IG-1-Q 1108.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11656.20 Day 27 21.25 Open IG-2-Q 1402.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92995.36 Day 27 9293.33 30-90 Days C-1 596.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40385.11 Day 27 4675.96 Open CB-4 2953.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94689.82 Day 27 4772.83 <30 Days E-10 9267.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25593.19 Day 27 962.89 <30 Days E-3 4710.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27942.90 Day 27 3914.91 30-90 Days E-4 2409.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88846.18 Day 27 8472.53 Open E-5 372.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88630.58 Day 27 1641.68 Open E-6 7946.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81462.09 Day 27 11454.14 30-90 Days E-7 7902.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88616.53 Day 27 2843.25 91-180 Days E-8 10295.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41130.03 Day 27 5986.56 91-180 Days E-9 2351.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112049.68 Day 27 16381.64 Open G-4 5194.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57955.24 Day 27 4976.10 91-180 Days IG-3 10435.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69597.70 Day 27 7937.15 30-90 Days IG-4 12797.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102960.94 Day 27 12666.85 91-180 Days IG-5 18450.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88717.92 Day 27 9004.49 30-90 Days IG-6 10127.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53383.77 Day 27 5924.31 Open IG-7 10146.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56795.69 Day 27 7451.56 <30 Days IG-8 5257.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5358.97 Day 27 707.84 91-180 Days L-1 16.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111903.20 Day 27 5050.39 Open L-10 4554.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16350.29 Day 27 291.30 Open L-11 1369.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102672.29 Day 27 6678.98 91-180 Days L-2 2143.20 Yes Liberty Capital Markets Inc. Risk Management