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 49544.46 Day 57 6591.88 Open CB-3 6269.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74868.45 Day 57 8212.85 91-180 Days E-1 80.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45127.33 Day 57 2047.09 Open E-2 1639.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58946.59 Day 57 7306.67 91-180 Days G-1 777.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23568.02 Day 57 1753.81 91-180 Days G-2 3052.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74210.14 Day 57 1291.73 30-90 Days G-3 11737.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95292.04 Day 57 8591.91 <30 Days IG-1 17159.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53769.05 Day 57 1602.87 30-90 Days IG-2 8547.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43732.76 Day 57 296.45 91-180 Days S-1 2106.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56179.10 Day 57 7381.89 Open S-2 2088.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 83290.33 Day 57 3402.40 91-180 Days S-3 5773.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70250.77 Day 57 216.30 <30 Days S-4 3900.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31481.77 Day 57 3054.41 <30 Days S-5 4935.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13100.81 Day 57 1070.46 Open S-6 660.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63657.62 Day 57 2784.56 30-90 Days S-7 7095.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96485.14 Day 58 8480.74 30-90 Days A-0-Q 17438.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71149.95 Day 58 332.53 <30 Days A-1-Q 7188.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85249.80 Day 58 9692.27 <30 Days A-2-Q 14500.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31835.39 Day 58 990.92 91-180 Days A-3-Q 5890.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77871.88 Day 58 4714.51 Open A-4-Q 8550.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73060.09 Day 58 2291.51 91-180 Days A-5-Q 8059.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17332.74 Day 58 2029.88 Open CB-1-Q 696.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1137.30 Day 58 89.32 Open CB-2-Q 73.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80548.07 Day 58 1047.12 30-90 Days S-1-Q 7841.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92421.62 Day 58 7975.95 91-180 Days S-2-Q 7111.31 No Risk Management