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 94959.02 Day 21 6555.48 <30 Days S-5 2466.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83352.44 Day 21 9871.20 <30 Days S-6 105.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13604.66 Day 21 85.90 <30 Days S-7 2231.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106836.41 Day 22 12792.17 Open A-0-Q 16106.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70866.41 Day 22 4057.61 Open A-1-Q 4135.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77002.55 Day 22 9289.16 Open A-2-Q 10737.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64508.96 Day 22 8563.54 Open A-3-Q 2934.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92488.95 Day 22 4676.62 Open A-4-Q 11212.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80212.41 Day 22 11905.65 Open A-5-Q 552.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109578.33 Day 22 14832.39 30-90 Days CB-1-Q 7007.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17042.15 Day 22 1350.09 <30 Days CB-2-Q 2586.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10910.50 Day 22 654.39 Open S-1-Q 368.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87184.37 Day 22 7609.90 30-90 Days S-2-Q 4958.73 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53385.01 Day 22 1987.08 91-180 Days S-3-Q 1402.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88455.83 Day 22 707.86 <30 Days S-4-Q 12503.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110224.01 Day 22 1033.05 30-90 Days CB-3-Q 5142.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35577.69 Day 22 715.03 Open G-1-Q 3909.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104131.55 Day 22 2045.07 Open G-2-Q 2293.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40829.77 Day 22 1837.95 30-90 Days G-3-Q 452.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55051.50 Day 22 6277.47 <30 Days S-5-Q 5227.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31084.99 Day 22 3607.76 Open S-6-Q 1998.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19500.41 Day 22 87.26 91-180 Days S-7-Q 151.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3040.28 Day 22 308.80 91-180 Days E-1-Q 302.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19958.33 Day 22 1366.27 91-180 Days E-2-Q 432.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52103.54 Day 22 2626.50 30-90 Days IG-1-Q 2621.71 No Operations