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 No 56644.34 Day 34 7703.48 Open A-4-Q 8744.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31228.17 Day 34 3353.26 Open A-5-Q 1597.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57882.58 Day 34 6615.55 91-180 Days CB-1-Q 6467.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5127.40 Day 34 326.36 Open CB-2-Q 82.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17685.78 Day 34 2031.51 Open S-1-Q 1759.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50846.61 Day 34 7291.23 30-90 Days S-2-Q 3823.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93232.56 Day 34 4874.72 30-90 Days S-3-Q 843.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56570.20 Day 34 8121.90 <30 Days S-4-Q 1460.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108424.31 Day 34 6487.16 30-90 Days CB-3-Q 18490.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28801.70 Day 34 3081.77 91-180 Days G-1-Q 3917.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 223.55 Day 34 28.05 Open G-2-Q 23.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39947.06 Day 34 1449.02 30-90 Days G-3-Q 6408.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42544.85 Day 34 4077.58 91-180 Days S-5-Q 8143.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66974.70 Day 34 7601.15 Open S-6-Q 9507.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95433.93 Day 34 9618.43 Open S-7-Q 8349.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37819.00 Day 34 1403.90 91-180 Days E-1-Q 3586.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109241.64 Day 34 2405.24 <30 Days E-2-Q 20685.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104800.27 Day 34 10098.17 Open IG-1-Q 12697.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11826.11 Day 34 349.91 <30 Days IG-2-Q 1109.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43357.80 Day 34 4858.85 <30 Days C-1 6421.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62685.97 Day 34 2944.11 Open CB-4 5816.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52598.20 Day 34 2287.34 91-180 Days E-10 7240.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80032.53 Day 34 2361.64 30-90 Days E-3 1513.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4982.68 Day 34 400.35 <30 Days E-4 528.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83151.64 Day 34 9838.91 <30 Days E-5 4369.41 No Operations