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 83964.75 Day 27 3929.92 <30 Days L-3 479.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53172.73 Day 27 795.74 Open L-4 1129.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8117.47 Day 27 1011.02 91-180 Days L-5 1474.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58315.91 Day 27 5725.41 30-90 Days L-6 3827.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30532.00 Day 27 2177.94 30-90 Days L-7 3171.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89404.19 Day 27 3230.46 <30 Days L-8 14720.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44459.53 Day 27 2191.54 Open L-9 3390.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30988.05 Day 27 2454.48 30-90 Days LC-1 2171.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8305.23 Day 27 494.96 30-90 Days LC-2 1151.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29562.56 Day 27 2056.17 91-180 Days N-1 389.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2925.24 Day 27 433.33 91-180 Days N-2 319.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56201.50 Day 27 7244.74 91-180 Days N-3 9528.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108972.20 Day 27 14978.01 Open N-4 6525.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38182.09 Day 27 3016.15 91-180 Days N-5 6003.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32465.58 Day 27 954.47 Open N-6 2377.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103876.95 Day 27 5687.95 30-90 Days N-7 9992.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47143.79 Day 27 3660.39 <30 Days P-1 6211.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75462.66 Day 27 1694.25 91-180 Days P-2 12661.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109314.63 Day 27 13015.26 Open S-8 12535.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69319.14 Day 27 3957.35 <30 Days Y-1 11937.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95558.49 Day 27 6136.98 91-180 Days Y-2 13422.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111091.37 Day 27 7238.47 91-180 Days Y-3 5430.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76254.51 Day 27 6933.49 <30 Days Y-4 14041.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107249.09 Day 27 3341.14 91-180 Days Z-1 10575.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27283.47 Day 27 3420.49 30-90 Days A-2 4438.06 No Treasury