Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 113425.91 Day 23 10797.47 91-180 Days S-2 19185.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87859.55 Day 23 10420.16 91-180 Days S-3 1921.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46295.48 Day 23 6589.62 91-180 Days S-4 6395.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28996.51 Day 23 839.20 Open S-5 1863.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7441.85 Day 23 358.69 Open S-6 820.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81874.06 Day 23 11414.21 Open S-7 1351.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105966.43 Day 24 13013.41 Open A-0-Q 1629.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98370.15 Day 24 2961.64 <30 Days A-1-Q 11694.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74142.59 Day 24 8870.77 Open A-2-Q 3316.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107001.95 Day 24 15241.51 <30 Days A-3-Q 5065.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6402.56 Day 24 12.82 91-180 Days A-4-Q 705.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68398.69 Day 24 4193.71 <30 Days A-5-Q 10090.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1341.09 Day 24 90.04 91-180 Days CB-1-Q 211.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65796.43 Day 24 8827.62 91-180 Days CB-2-Q 3238.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46088.03 Day 24 6052.14 <30 Days S-1-Q 346.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84852.64 Day 24 5338.24 30-90 Days S-2-Q 10310.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79883.87 Day 24 6456.77 Open S-3-Q 5951.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16579.77 Day 24 895.20 30-90 Days S-4-Q 2082.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104372.36 Day 24 2838.63 Open CB-3-Q 485.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76945.71 Day 24 9546.26 <30 Days G-1-Q 7357.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51477.62 Day 24 1322.71 Open G-2-Q 8576.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89258.41 Day 24 12380.98 91-180 Days G-3-Q 15740.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88712.97 Day 24 11473.23 <30 Days S-5-Q 3861.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29720.22 Day 24 868.52 <30 Days S-6-Q 5316.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4115.26 Day 24 509.40 30-90 Days S-7-Q 333.83 Yes Liberty Mortgage Services Corp. Treasury