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 Bank Yes 86099.52 Day 6 12740.53 91-180 Days A-5 15688.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47066.05 Day 6 3765.11 Open CB-1 1656.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21289.76 Day 6 57.32 <30 Days CB-2 438.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37978.67 Day 6 4189.83 91-180 Days CB-3 5437.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37751.26 Day 6 874.65 91-180 Days E-1 1862.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23142.41 Day 6 1170.96 Open E-2 1292.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10808.47 Day 6 94.35 30-90 Days G-1 549.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65601.19 Day 6 3113.81 91-180 Days G-2 1731.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64839.30 Day 6 6865.70 Open G-3 10632.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66282.74 Day 6 3715.64 <30 Days IG-1 13246.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31168.63 Day 6 3581.17 91-180 Days IG-2 3407.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88733.79 Day 6 8582.91 91-180 Days S-1 7447.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73818.13 Day 6 887.76 <30 Days S-2 6440.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106321.78 Day 6 5462.33 <30 Days S-3 16153.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21632.48 Day 6 1114.56 30-90 Days S-4 3275.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74616.87 Day 6 4036.13 91-180 Days S-5 5442.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26169.83 Day 6 3417.20 30-90 Days S-6 2525.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107798.19 Day 6 5463.40 30-90 Days S-7 16808.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28441.39 Day 7 2109.07 30-90 Days A-0-Q 4628.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48824.48 Day 7 3764.53 <30 Days A-1-Q 2362.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78991.99 Day 7 244.48 <30 Days A-2-Q 7043.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83255.00 Day 7 151.85 <30 Days A-3-Q 9271.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10414.47 Day 7 1054.87 30-90 Days A-4-Q 1822.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45609.62 Day 7 1892.57 30-90 Days A-5-Q 6833.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60886.70 Day 7 7657.10 30-90 Days CB-1-Q 4127.56 Yes Liberty Mortgage Services Corp. Legal