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 47718.22 Day 43 5269.11 Open A-4 5806.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19393.79 Day 43 1920.88 30-90 Days A-5 2251.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16780.86 Day 43 463.01 <30 Days CB-1 2853.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44365.89 Day 43 3489.04 Open CB-2 4620.30 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1935.31 Day 43 161.96 30-90 Days CB-3 179.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89289.82 Day 43 4300.55 91-180 Days E-1 1919.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70992.47 Day 43 5817.10 30-90 Days E-2 1473.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53696.33 Day 43 3450.41 91-180 Days G-1 9895.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63320.15 Day 43 3695.77 91-180 Days G-2 2313.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33825.11 Day 43 4986.30 30-90 Days G-3 6486.68 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98897.50 Day 43 7242.06 <30 Days IG-1 11031.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58939.32 Day 43 5589.16 30-90 Days IG-2 7623.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108640.39 Day 43 4957.43 Open S-1 21408.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41527.02 Day 43 100.30 91-180 Days S-2 5206.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26064.09 Day 43 2082.95 <30 Days S-3 5004.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51222.06 Day 43 5442.36 30-90 Days S-4 9716.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52234.19 Day 43 5277.04 30-90 Days S-5 3663.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43998.82 Day 43 4266.62 30-90 Days S-6 1361.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50895.04 Day 43 4199.25 Open S-7 5694.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1856.78 Day 44 2.99 <30 Days A-0-Q 20.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108000.41 Day 44 2855.83 Open A-1-Q 12217.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15964.01 Day 44 1024.57 <30 Days A-2-Q 1380.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15537.12 Day 44 729.62 91-180 Days A-3-Q 1142.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73070.07 Day 44 6408.47 <30 Days A-4-Q 3057.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96388.70 Day 44 6004.60 Open A-5-Q 1735.43 No Finance