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 40465.59 Day 36 2070.13 30-90 Days S-7-Q 2552.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87087.99 Day 36 5508.73 30-90 Days E-1-Q 2589.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96221.84 Day 36 10954.46 91-180 Days E-2-Q 5662.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82167.11 Day 36 9103.56 Open IG-1-Q 5932.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87398.45 Day 36 11478.52 Open IG-2-Q 6927.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4287.56 Day 36 499.62 91-180 Days C-1 176.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38996.94 Day 36 141.87 30-90 Days CB-4 3803.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13952.70 Day 36 394.47 <30 Days E-10 209.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26366.77 Day 36 206.23 30-90 Days E-3 2014.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12960.92 Day 36 142.23 <30 Days E-4 463.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84016.89 Day 36 11127.18 30-90 Days E-5 13307.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36435.57 Day 36 1487.00 Open E-6 1700.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39568.92 Day 36 2073.56 91-180 Days E-7 7452.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93550.79 Day 36 203.31 91-180 Days E-8 6731.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36606.54 Day 36 51.93 30-90 Days E-9 326.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22040.34 Day 36 3019.28 Open G-4 2904.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80478.48 Day 36 8663.02 Open IG-3 382.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84718.21 Day 36 6646.26 <30 Days IG-4 8843.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80843.76 Day 36 11414.44 30-90 Days IG-5 15507.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72154.48 Day 36 1896.98 30-90 Days IG-6 11229.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62786.84 Day 36 1858.81 91-180 Days IG-7 7830.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13193.95 Day 36 52.19 30-90 Days IG-8 857.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66546.16 Day 36 5242.98 91-180 Days L-1 10690.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24946.46 Day 36 384.70 91-180 Days L-10 1105.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22731.19 Day 36 520.34 <30 Days L-11 634.73 Yes Liberty Capital Markets Inc. Risk Management