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 81666.98 Day 23 9489.80 91-180 Days N-6 3743.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101644.91 Day 23 8554.41 91-180 Days N-7 19666.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101522.65 Day 23 12667.60 <30 Days P-1 17300.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81393.27 Day 23 7615.79 <30 Days P-2 4728.44 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49398.50 Day 23 2188.75 <30 Days S-8 7427.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105224.78 Day 23 1779.74 <30 Days Y-1 15781.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84069.27 Day 23 3304.26 91-180 Days Y-2 7412.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11635.36 Day 23 320.71 30-90 Days Y-3 419.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75119.86 Day 23 6137.42 <30 Days Y-4 9181.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112559.60 Day 23 14951.32 30-90 Days Z-1 2817.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6531.49 Day 23 234.10 30-90 Days A-2 1038.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89563.95 Day 23 10003.42 30-90 Days A-3 14033.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98743.86 Day 23 3893.10 <30 Days A-4 17185.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5238.14 Day 23 545.17 <30 Days A-5 916.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53182.51 Day 23 4007.23 91-180 Days CB-1 1755.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51764.81 Day 23 3317.87 30-90 Days CB-2 9999.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110378.45 Day 23 12645.61 <30 Days CB-3 12973.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70180.87 Day 23 3939.33 Open E-1 5245.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51093.14 Day 23 5797.34 91-180 Days E-2 8817.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81814.59 Day 23 8667.88 30-90 Days G-1 12766.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28696.62 Day 23 2277.23 <30 Days G-2 3873.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28849.67 Day 23 4261.68 <30 Days G-3 4540.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19251.90 Day 23 129.52 91-180 Days IG-1 1471.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75187.34 Day 23 9569.27 30-90 Days IG-2 7276.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78112.61 Day 23 1247.22 30-90 Days S-1 13967.22 No Operations