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 40529.52 Day 31 3020.19 Open G-1-Q 7645.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67406.66 Day 31 3077.23 <30 Days G-2-Q 8966.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109167.96 Day 31 7667.84 <30 Days G-3-Q 7151.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27291.06 Day 31 3096.68 Open S-5-Q 2417.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73601.01 Day 31 4987.51 <30 Days S-6-Q 9091.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54877.86 Day 31 7821.55 <30 Days S-7-Q 8727.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60010.32 Day 31 4951.44 Open E-1-Q 4891.29 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70995.19 Day 31 5419.80 Open E-2-Q 10301.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60218.40 Day 31 759.46 Open IG-1-Q 8136.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81386.51 Day 31 11889.90 <30 Days IG-2-Q 4496.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103838.98 Day 31 11343.43 <30 Days C-1 20766.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74230.50 Day 31 2727.05 30-90 Days CB-4 11080.05 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26084.01 Day 31 1570.94 30-90 Days E-10 3556.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62316.08 Day 31 5433.45 91-180 Days E-3 8090.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69513.91 Day 31 9408.67 Open E-4 10688.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 349.24 Day 31 6.48 <30 Days E-5 11.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 84154.17 Day 31 2334.40 <30 Days E-6 12304.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92478.14 Day 31 9204.08 91-180 Days E-7 10763.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55730.26 Day 31 916.56 Open E-8 10155.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8659.40 Day 31 1296.47 <30 Days E-9 241.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36219.03 Day 31 5072.43 30-90 Days G-4 4759.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40135.01 Day 31 804.04 <30 Days IG-3 2921.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99796.12 Day 31 959.98 30-90 Days IG-4 6415.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35503.21 Day 31 434.87 91-180 Days IG-5 5702.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70999.61 Day 31 3106.27 91-180 Days IG-6 2700.93 Yes Liberty International Finance Ltd. Legal