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 101112.52 Day 39 7483.17 Open E-2 19471.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63013.10 Day 39 4247.87 91-180 Days G-1 5052.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53710.97 Day 39 3541.70 91-180 Days G-2 3713.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12094.79 Day 39 1450.09 Open G-3 441.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76389.34 Day 39 720.53 Open IG-1 5261.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73514.25 Day 39 3141.01 91-180 Days IG-2 8928.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29288.13 Day 39 3174.60 <30 Days S-1 1202.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70413.59 Day 39 3424.35 <30 Days S-2 10936.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66869.32 Day 39 9452.50 <30 Days S-3 7475.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76781.82 Day 39 129.28 91-180 Days S-4 6821.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35677.25 Day 39 5117.72 91-180 Days S-5 1529.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16624.05 Day 39 2017.55 91-180 Days S-6 728.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30276.34 Day 39 796.03 Open S-7 3451.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76852.52 Day 40 8038.02 Open A-0-Q 1625.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49048.91 Day 40 6674.81 <30 Days A-1-Q 9033.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11243.91 Day 40 640.84 Open A-2-Q 2097.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50717.65 Day 40 90.87 30-90 Days A-3-Q 2254.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94038.70 Day 40 10481.61 Open A-4-Q 16507.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59201.17 Day 40 8299.01 <30 Days A-5-Q 871.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61050.58 Day 40 701.27 <30 Days CB-1-Q 8588.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2319.78 Day 40 9.07 91-180 Days CB-2-Q 382.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42751.43 Day 40 481.69 91-180 Days S-1-Q 4441.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46243.19 Day 40 1402.93 Open S-2-Q 6810.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61037.78 Day 40 7577.93 <30 Days S-3-Q 8657.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50160.96 Day 40 4538.47 <30 Days S-4-Q 7245.95 Yes Liberty International Finance Ltd. Finance