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 Yes 15871.77 Day 54 2161.95 Open S-5-Q 1004.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55743.33 Day 54 1553.19 30-90 Days S-6-Q 10158.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 5605.20 Day 54 408.97 91-180 Days S-7-Q 372.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12889.75 Day 54 1761.98 30-90 Days E-1-Q 2255.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4973.59 Day 54 274.85 <30 Days E-2-Q 616.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36521.76 Day 54 3274.17 <30 Days IG-1-Q 5085.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91217.88 Day 54 11758.36 Open IG-2-Q 16452.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15618.52 Day 54 293.01 91-180 Days C-1 1728.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35386.95 Day 54 2494.05 30-90 Days CB-4 4251.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60371.06 Day 54 5404.55 91-180 Days E-10 7992.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103288.08 Day 54 13802.47 Open E-3 17835.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66204.21 Day 54 3208.21 <30 Days E-4 1384.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106325.95 Day 54 7625.33 Open E-5 11988.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13422.89 Day 54 72.79 30-90 Days E-6 866.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62340.43 Day 54 785.83 <30 Days E-7 10137.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52455.04 Day 54 3506.75 Open E-8 8446.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106381.01 Day 54 13143.76 Open E-9 11658.57 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94169.41 Day 54 9304.39 91-180 Days G-4 12652.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14074.76 Day 54 1513.65 Open IG-3 2667.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3487.46 Day 54 427.15 91-180 Days IG-4 452.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94604.19 Day 54 8162.48 91-180 Days IG-5 11492.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41275.15 Day 54 471.68 <30 Days IG-6 4154.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95419.25 Day 54 13827.86 30-90 Days IG-7 2351.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78664.09 Day 54 10659.45 30-90 Days IG-8 3230.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68156.19 Day 54 5423.32 Open L-1 1729.07 No Risk Management