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 84401.30 Day 38 3664.95 Open Y-3 15648.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68839.10 Day 38 649.68 Open Y-4 2394.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82467.97 Day 38 4565.46 91-180 Days Z-1 16174.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64778.97 Day 38 578.00 <30 Days A-2 2137.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19375.54 Day 38 1003.77 30-90 Days A-3 1480.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3693.59 Day 38 77.94 91-180 Days A-4 171.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95147.07 Day 38 9127.58 <30 Days A-5 18968.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44985.33 Day 38 6237.65 Open CB-1 3234.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94473.97 Day 38 6341.27 <30 Days CB-2 5934.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81197.95 Day 38 3593.25 Open CB-3 7293.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107383.30 Day 38 2281.79 30-90 Days E-1 10588.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47331.28 Day 38 562.45 <30 Days E-2 908.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30532.37 Day 38 1533.96 Open G-1 4205.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58878.10 Day 38 700.18 30-90 Days G-2 2925.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90131.16 Day 38 13028.44 30-90 Days G-3 35.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57068.01 Day 38 6805.03 91-180 Days IG-1 4568.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70353.00 Day 38 4939.17 Open IG-2 481.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107648.43 Day 38 1461.73 91-180 Days S-1 9487.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96760.28 Day 38 832.80 Open S-2 13476.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79368.90 Day 38 7698.66 <30 Days S-3 10060.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9848.23 Day 38 75.66 91-180 Days S-4 1292.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66461.29 Day 38 1729.06 Open S-5 2505.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13779.33 Day 38 181.36 30-90 Days S-6 371.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14275.31 Day 38 845.78 91-180 Days S-7 1659.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8452.57 Day 39 842.37 <30 Days A-0-Q 1673.01 Yes Liberty Mortgage Services Corp. Finance