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 16430.45 Day 19 3.82 91-180 Days G-2-Q 1371.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6996.83 Day 19 724.39 <30 Days G-3-Q 901.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14496.17 Day 19 1034.17 Open S-5-Q 1844.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104943.72 Day 19 15631.45 Open S-6-Q 5099.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2267.95 Day 19 301.56 <30 Days S-7-Q 261.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74741.30 Day 19 2953.05 Open E-1-Q 4826.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41782.81 Day 19 2328.79 <30 Days E-2-Q 4429.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52813.24 Day 19 841.01 30-90 Days IG-1-Q 3373.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47891.51 Day 19 3531.38 91-180 Days IG-2-Q 2999.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27456.70 Day 19 2416.18 91-180 Days C-1 340.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97501.42 Day 19 14105.74 <30 Days CB-4 3861.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105403.19 Day 19 1675.91 91-180 Days E-10 12205.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11810.63 Day 19 1678.95 30-90 Days E-3 1426.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2654.48 Day 19 319.97 <30 Days E-4 406.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102809.85 Day 19 6703.39 <30 Days E-5 5675.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26495.10 Day 19 2439.85 91-180 Days E-6 3460.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89640.77 Day 19 5611.45 Open E-7 13382.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86749.27 Day 19 10829.61 Open E-8 16354.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33000.25 Day 19 2019.58 <30 Days E-9 896.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39985.15 Day 19 3588.60 Open G-4 5009.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36924.94 Day 19 1508.04 30-90 Days IG-3 4707.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103981.90 Day 19 14802.05 30-90 Days IG-4 14190.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112908.89 Day 19 8418.06 Open IG-5 15015.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47464.53 Day 19 4561.79 91-180 Days IG-6 263.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7339.84 Day 19 695.83 30-90 Days IG-7 393.07 Yes Liberty Mortgage Services Corp. Legal