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 39754.28 271 - 364 Days 3484.33 Open IG-2 2842.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37822.09 271 - 364 Days 1418.43 Open S-1 1688.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8010.15 271 - 364 Days 528.92 30-90 Days S-2 104.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8958.48 271 - 364 Days 593.39 30-90 Days S-3 356.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64761.58 271 - 364 Days 6765.19 30-90 Days S-4 4572.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31327.01 271 - 364 Days 1195.38 Open S-5 3623.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55727.24 271 - 364 Days 4749.23 91-180 Days S-6 3518.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63689.53 271 - 364 Days 5157.20 91-180 Days S-7 5451.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51999.25 >= 1 Yr <= 2 Yr 5053.57 30-90 Days A-0-Q 6009.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69352.28 >= 1 Yr <= 2 Yr 7860.30 Open A-1-Q 2256.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40132.43 >= 1 Yr <= 2 Yr 2943.62 Open A-2-Q 6229.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1333.79 >= 1 Yr <= 2 Yr 32.78 Open A-3-Q 238.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28678.62 >= 1 Yr <= 2 Yr 3127.27 <30 Days A-4-Q 2033.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99686.03 >= 1 Yr <= 2 Yr 2359.50 Open A-5-Q 3906.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36889.96 >= 1 Yr <= 2 Yr 3662.63 Open CB-1-Q 6247.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34938.28 >= 1 Yr <= 2 Yr 334.85 <30 Days CB-2-Q 2991.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50695.94 >= 1 Yr <= 2 Yr 4282.56 Open S-1-Q 1769.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32721.44 >= 1 Yr <= 2 Yr 4573.31 30-90 Days S-2-Q 2886.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106827.87 >= 1 Yr <= 2 Yr 5008.16 30-90 Days S-3-Q 7692.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71655.85 >= 1 Yr <= 2 Yr 5149.03 Open S-4-Q 8943.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66638.34 >= 1 Yr <= 2 Yr 2550.08 30-90 Days CB-3-Q 8023.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55721.26 >= 1 Yr <= 2 Yr 2204.76 <30 Days G-1-Q 7083.44 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14544.38 >= 1 Yr <= 2 Yr 1298.14 91-180 Days G-2-Q 277.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 18553.43 >= 1 Yr <= 2 Yr 353.46 91-180 Days G-3-Q 3173.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112520.09 >= 1 Yr <= 2 Yr 7369.53 30-90 Days S-5-Q 7097.26 Yes Liberty Wealth Management LLC Risk Management