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 No 80424.71 Day 8 1850.64 91-180 Days A-2 1498.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92506.17 Day 8 3036.36 91-180 Days A-3 3116.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40423.40 Day 8 733.80 <30 Days A-4 3256.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109029.02 Day 8 16077.47 30-90 Days A-5 9355.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11817.80 Day 8 1512.69 91-180 Days CB-1 161.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84634.70 Day 8 6957.94 Open CB-2 1310.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64684.75 Day 8 3512.75 Open CB-3 8163.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40592.18 Day 8 2316.27 <30 Days E-1 5260.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42769.32 Day 8 5896.80 Open E-2 2034.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77806.96 Day 8 5445.97 30-90 Days G-1 2734.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32154.39 Day 8 2758.31 <30 Days G-2 6185.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103904.32 Day 8 5689.87 <30 Days G-3 14908.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89055.49 Day 8 10596.81 91-180 Days IG-1 7646.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26709.57 Day 8 2089.92 <30 Days IG-2 1294.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106377.05 Day 8 6242.50 <30 Days S-1 6960.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46570.72 Day 8 3411.55 91-180 Days S-2 4191.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4832.82 Day 8 332.07 30-90 Days S-3 349.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110893.83 Day 8 11965.20 <30 Days S-4 1961.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86291.81 Day 8 7237.24 <30 Days S-5 7909.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98166.26 Day 8 11268.25 30-90 Days S-6 14626.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1508.81 Day 8 51.70 Open S-7 32.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110979.99 Day 9 9076.13 91-180 Days A-0-Q 13606.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75514.80 Day 9 1788.49 <30 Days A-1-Q 8717.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22264.71 Day 9 2000.88 30-90 Days A-2-Q 1654.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67181.28 Day 9 3547.69 <30 Days A-3-Q 5245.95 No Operations