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 32344.37 Day 30 2152.79 91-180 Days P-1 6111.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54260.71 Day 30 4044.22 30-90 Days P-2 2043.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26568.20 Day 30 2826.74 Open S-8 4382.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48439.85 Day 30 2527.42 91-180 Days Y-1 540.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79265.43 Day 30 7674.17 Open Y-2 12337.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35135.03 Day 30 286.95 <30 Days Y-3 4248.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34513.42 Day 30 4440.13 30-90 Days Y-4 1219.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96284.73 Day 30 13659.07 <30 Days Z-1 11586.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74948.61 Day 30 7798.12 Open A-2 9154.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20665.34 Day 30 1551.84 91-180 Days A-3 1489.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47446.45 Day 30 2839.86 91-180 Days A-4 2328.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4622.59 Day 30 127.95 91-180 Days A-5 534.62 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81878.07 Day 30 11554.93 30-90 Days CB-1 2843.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78157.01 Day 30 7063.67 30-90 Days CB-2 1924.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97161.00 Day 30 2004.85 30-90 Days CB-3 17472.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23040.01 Day 30 1980.85 30-90 Days E-1 1297.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62972.73 Day 30 6345.16 Open E-2 1810.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18988.16 Day 30 1787.33 30-90 Days G-1 3740.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91426.62 Day 30 5086.77 91-180 Days G-2 1185.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57095.81 Day 30 4300.17 91-180 Days G-3 5642.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47258.39 Day 30 1848.31 <30 Days IG-1 1165.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42766.90 Day 30 1605.87 91-180 Days IG-2 3452.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80514.60 Day 30 4443.56 Open S-1 12556.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7135.83 Day 30 339.78 91-180 Days S-2 404.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92541.86 Day 30 2751.41 91-180 Days S-3 2858.84 No Finance