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 94964.06 Day 35 108.32 91-180 Days Y-3 10759.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50894.92 Day 35 1711.92 <30 Days Y-4 2519.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110218.93 Day 35 12776.77 <30 Days Z-1 6200.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30315.60 Day 35 696.91 91-180 Days A-2 1627.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52494.28 Day 35 2111.51 Open A-3 6166.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4303.30 Day 35 564.93 30-90 Days A-4 483.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58312.53 Day 35 300.74 91-180 Days A-5 6352.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80669.22 Day 35 1443.45 <30 Days CB-1 16042.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67465.05 Day 35 6220.03 30-90 Days CB-2 5963.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91428.30 Day 35 8439.53 30-90 Days CB-3 8493.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51956.95 Day 35 2364.71 Open E-1 8061.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57307.95 Day 35 6774.25 91-180 Days E-2 2489.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14297.70 Day 35 1097.08 91-180 Days G-1 1977.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1392.00 Day 35 92.46 91-180 Days G-2 229.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53553.40 Day 35 7728.00 91-180 Days G-3 7888.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18529.80 Day 35 2179.70 91-180 Days IG-1 2807.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24031.29 Day 35 550.39 91-180 Days IG-2 2302.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19470.52 Day 35 1056.60 91-180 Days S-1 3741.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92351.38 Day 35 8767.43 Open S-2 17777.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104169.02 Day 35 14896.84 <30 Days S-3 10794.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99645.77 Day 35 12704.84 Open S-4 1587.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51858.78 Day 35 6819.12 91-180 Days S-5 9955.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 81555.27 Day 35 5769.77 Open S-6 6794.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38637.02 Day 35 2704.58 30-90 Days S-7 4659.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96747.47 Day 36 11431.30 30-90 Days A-0-Q 17458.52 Yes Liberty Capital Markets Inc. Legal