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 5255.29 >3 Yr <= 4 Yr 303.68 30-90 Days IG-8 826.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100148.11 >3 Yr <= 4 Yr 1394.78 Open L-1 12166.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9413.36 >3 Yr <= 4 Yr 728.42 91-180 Days L-10 490.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74019.18 >3 Yr <= 4 Yr 2126.73 30-90 Days L-11 5164.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 829.66 >3 Yr <= 4 Yr 36.63 30-90 Days L-2 103.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29991.30 >3 Yr <= 4 Yr 1950.93 <30 Days L-3 2149.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 8601.81 >3 Yr <= 4 Yr 520.40 <30 Days L-4 665.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65362.77 >3 Yr <= 4 Yr 5506.55 30-90 Days L-5 10835.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48768.08 >3 Yr <= 4 Yr 4064.04 <30 Days L-6 2279.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21519.97 >3 Yr <= 4 Yr 1670.10 <30 Days L-7 849.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6667.01 >3 Yr <= 4 Yr 244.64 <30 Days L-8 462.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3778.98 >3 Yr <= 4 Yr 418.47 Open L-9 194.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28149.23 >3 Yr <= 4 Yr 1675.79 91-180 Days LC-1 97.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59779.49 >3 Yr <= 4 Yr 1442.83 Open LC-2 7476.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7094.96 >3 Yr <= 4 Yr 926.12 30-90 Days N-1 732.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37095.44 >3 Yr <= 4 Yr 2225.86 <30 Days N-2 5310.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27417.04 >3 Yr <= 4 Yr 1831.39 30-90 Days N-3 845.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104740.89 >3 Yr <= 4 Yr 12181.77 30-90 Days N-4 9108.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4183.13 >3 Yr <= 4 Yr 536.52 <30 Days N-5 614.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50799.95 >3 Yr <= 4 Yr 4401.45 30-90 Days N-6 9737.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73354.34 >3 Yr <= 4 Yr 3615.40 30-90 Days N-7 9435.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66028.02 >3 Yr <= 4 Yr 1579.58 91-180 Days P-1 11895.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2695.66 >3 Yr <= 4 Yr 341.26 <30 Days P-2 427.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26137.67 >3 Yr <= 4 Yr 3232.16 91-180 Days S-8 3479.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4583.21 >3 Yr <= 4 Yr 617.47 91-180 Days Y-1 909.30 Yes Liberty International Finance Ltd. Treasury