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 42725.03 Day 49 2336.96 91-180 Days P-2 175.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108399.21 Day 49 9644.36 <30 Days S-8 6877.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19380.61 Day 49 656.85 91-180 Days Y-1 1187.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110605.62 Day 49 14777.39 <30 Days Y-2 12014.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 11537.35 Day 49 225.86 <30 Days Y-3 711.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97884.96 Day 49 10700.98 91-180 Days Y-4 433.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4948.48 Day 49 357.93 91-180 Days Z-1 346.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83947.21 Day 49 37.90 Open A-2 12037.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23912.32 Day 49 3199.96 Open A-3 833.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85389.98 Day 49 2693.42 91-180 Days A-4 13508.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5862.39 Day 49 675.53 Open A-5 32.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3897.65 Day 49 288.91 <30 Days CB-1 519.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73560.18 Day 49 1581.88 Open CB-2 8793.02 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46537.76 Day 49 4813.08 Open CB-3 4188.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97663.04 Day 49 6810.60 30-90 Days E-1 3096.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43973.38 Day 49 5783.50 <30 Days E-2 3103.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34355.43 Day 49 3202.87 30-90 Days G-1 4325.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112420.53 Day 49 15845.09 Open G-2 20166.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69062.43 Day 49 432.42 Open G-3 11235.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43787.59 Day 49 2302.26 91-180 Days IG-1 7939.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78372.66 Day 49 4292.32 91-180 Days IG-2 4089.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46401.42 Day 49 2670.04 91-180 Days S-1 6773.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52165.11 Day 49 7015.78 30-90 Days S-2 5673.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80650.85 Day 49 1540.77 30-90 Days S-3 15349.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69436.26 Day 49 3956.66 Open S-4 11586.40 No Treasury