Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 101407.00 Day 50 7434.98 Open CB-1 1434.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86231.55 Day 50 1730.32 91-180 Days CB-2 10348.63 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35057.59 Day 50 1384.92 91-180 Days CB-3 2381.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16237.17 Day 50 1424.07 91-180 Days E-1 362.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83592.36 Day 50 5209.40 91-180 Days E-2 4610.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52801.02 Day 50 6279.79 30-90 Days G-1 5436.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67762.97 Day 50 6793.12 Open G-2 12622.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25099.39 Day 50 2771.67 <30 Days G-3 2922.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19986.82 Day 50 1611.08 30-90 Days IG-1 2200.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37011.91 Day 50 2898.26 <30 Days IG-2 1714.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7362.08 Day 50 1094.20 <30 Days S-1 45.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93379.46 Day 50 5214.44 91-180 Days S-2 17825.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15031.08 Day 50 938.47 91-180 Days S-3 929.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110145.75 Day 50 136.68 91-180 Days S-4 17798.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12324.90 Day 50 126.38 30-90 Days S-5 1217.63 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105400.52 Day 50 351.02 91-180 Days S-6 14309.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105208.40 Day 50 4561.05 30-90 Days S-7 4834.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50605.35 Day 51 4066.97 91-180 Days A-0-Q 3515.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23077.09 Day 51 183.45 <30 Days A-1-Q 429.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37285.66 Day 51 4565.51 Open A-2-Q 2818.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106269.61 Day 51 12597.41 <30 Days A-3-Q 16919.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23367.52 Day 51 688.19 91-180 Days A-4-Q 1547.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27778.40 Day 51 4068.42 91-180 Days A-5-Q 1647.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31515.93 Day 51 665.07 30-90 Days CB-1-Q 5665.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12760.64 Day 51 1566.48 <30 Days CB-2-Q 610.16 No Risk Management