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 102582.72 68 - 74 Days 8754.10 91-180 Days N-2 18957.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65521.04 68 - 74 Days 3432.91 30-90 Days N-3 4.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99097.91 68 - 74 Days 10815.93 <30 Days N-4 11875.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90343.82 68 - 74 Days 1290.77 Open N-5 11796.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54054.87 68 - 74 Days 8066.72 91-180 Days N-6 1458.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67947.24 68 - 74 Days 7312.18 <30 Days N-7 3467.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94896.38 68 - 74 Days 10189.79 <30 Days P-1 7930.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65594.50 68 - 74 Days 6844.70 Open P-2 10087.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19261.11 68 - 74 Days 470.62 <30 Days S-8 3187.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39794.67 68 - 74 Days 4013.24 <30 Days Y-1 5219.44 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72708.03 68 - 74 Days 7846.79 30-90 Days Y-2 6858.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105749.67 68 - 74 Days 91.10 <30 Days Y-3 17515.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53024.70 68 - 74 Days 5813.19 30-90 Days Y-4 7554.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111562.02 68 - 74 Days 3196.40 <30 Days Z-1 3256.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39866.25 68 - 74 Days 4856.63 Open A-2 2672.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40885.96 68 - 74 Days 2039.26 30-90 Days A-3 4232.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35658.14 68 - 74 Days 982.31 91-180 Days A-4 5221.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38811.63 68 - 74 Days 4592.64 30-90 Days A-5 5946.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88030.65 68 - 74 Days 2736.06 Open CB-1 12308.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63274.24 68 - 74 Days 6267.24 <30 Days CB-2 3426.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22884.92 68 - 74 Days 2502.13 91-180 Days CB-3 1761.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103846.19 68 - 74 Days 10240.61 91-180 Days E-1 2334.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93945.13 68 - 74 Days 4765.62 <30 Days E-2 15493.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108567.97 68 - 74 Days 12702.66 30-90 Days G-1 15951.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53998.03 68 - 74 Days 6381.32 Open G-2 5246.83 No Legal