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 98423.09 Day 32 11486.12 <30 Days L-8 17317.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76163.01 Day 32 1088.42 30-90 Days L-9 4672.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30091.49 Day 32 545.22 Open LC-1 1318.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60367.82 Day 32 1545.21 30-90 Days LC-2 7286.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91731.04 Day 32 11011.03 91-180 Days N-1 12046.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63265.45 Day 32 2426.94 Open N-2 6864.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101367.36 Day 32 1075.70 91-180 Days N-3 7227.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21161.90 Day 32 1371.54 30-90 Days N-4 233.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86407.79 Day 32 1145.03 30-90 Days N-5 2228.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98637.49 Day 32 9527.61 30-90 Days N-6 5960.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111507.76 Day 32 3092.18 <30 Days N-7 1218.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65613.77 Day 32 5718.21 <30 Days P-1 7162.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32533.49 Day 32 1621.77 <30 Days P-2 3641.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60227.15 Day 32 4213.18 91-180 Days S-8 10140.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1082.43 Day 32 5.23 91-180 Days Y-1 170.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107539.26 Day 32 15155.49 30-90 Days Y-2 514.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25703.27 Day 32 3104.00 Open Y-3 2500.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97699.86 Day 32 1994.64 91-180 Days Y-4 8330.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50659.30 Day 32 586.69 30-90 Days Z-1 2799.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99824.87 Day 32 13825.60 30-90 Days A-2 14841.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61214.58 Day 32 9068.28 <30 Days A-3 919.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6151.02 Day 32 86.86 91-180 Days A-4 795.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97353.18 Day 32 2150.57 91-180 Days A-5 18904.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43347.79 Day 32 6302.56 Open CB-1 2214.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74811.98 Day 32 2465.47 91-180 Days CB-2 1396.04 Yes Liberty Mortgage Services Corp. Legal