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 43155.84 Day 28 839.13 <30 Days S-7 7180.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31045.47 Day 29 2071.86 91-180 Days A-0-Q 5566.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87958.79 Day 29 10555.73 Open A-1-Q 17496.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66777.66 Day 29 787.07 Open A-2-Q 9342.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84420.16 Day 29 7004.17 Open A-3-Q 15651.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19196.23 Day 29 1354.46 91-180 Days A-4-Q 3108.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34743.92 Day 29 3590.32 Open A-5-Q 332.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101847.43 Day 29 13267.80 30-90 Days CB-1-Q 13964.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52477.51 Day 29 4858.40 <30 Days CB-2-Q 9605.18 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68060.63 Day 29 7130.18 Open S-1-Q 120.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11962.74 Day 29 756.62 <30 Days S-2-Q 2337.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110284.07 Day 29 15594.74 Open S-3-Q 7564.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6605.36 Day 29 137.36 Open S-4-Q 238.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45077.75 Day 29 682.65 91-180 Days CB-3-Q 4467.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 373.13 Day 29 18.68 91-180 Days G-1-Q 18.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51383.23 Day 29 1949.88 91-180 Days G-2-Q 10241.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41643.55 Day 29 5654.10 30-90 Days G-3-Q 792.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87661.89 Day 29 10845.24 Open S-5-Q 3427.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79234.28 Day 29 4697.18 <30 Days S-6-Q 5771.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5607.33 Day 29 340.12 Open S-7-Q 926.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68794.69 Day 29 8862.64 91-180 Days E-1-Q 4901.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74368.97 Day 29 10208.50 91-180 Days E-2-Q 13550.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86355.54 Day 29 7492.52 Open IG-1-Q 8626.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5921.82 Day 29 367.36 <30 Days IG-2-Q 565.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97464.38 Day 29 5162.56 91-180 Days C-1 14873.56 Yes Liberty Wealth Management LLC Risk Management