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 95728.02 Day 36 8888.43 Open E-2 349.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27684.74 Day 36 834.61 30-90 Days G-1 4685.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57980.69 Day 36 1925.39 30-90 Days G-2 424.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58879.89 Day 36 7782.07 <30 Days G-3 7297.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88273.03 Day 36 6490.74 91-180 Days IG-1 16040.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41534.59 Day 36 3204.86 Open IG-2 6951.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47631.70 Day 36 3805.05 <30 Days S-1 3473.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18890.94 Day 36 675.75 Open S-2 664.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6001.16 Day 36 228.55 <30 Days S-3 305.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26390.07 Day 36 3742.86 Open S-4 3357.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96646.40 Day 36 9390.44 91-180 Days S-5 1200.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66910.63 Day 36 4246.74 91-180 Days S-6 8067.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70325.28 Day 36 8648.27 30-90 Days S-7 10306.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67133.19 Day 37 415.43 30-90 Days A-0-Q 13088.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62064.47 Day 37 7019.47 30-90 Days A-1-Q 9740.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110650.68 Day 37 9255.27 30-90 Days A-2-Q 14691.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10820.17 Day 37 232.57 Open A-3-Q 864.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51049.32 Day 37 7125.63 Open A-4-Q 2741.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77466.64 Day 37 9403.12 Open A-5-Q 15192.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93886.46 Day 37 10300.27 30-90 Days CB-1-Q 5168.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90759.95 Day 37 3346.53 <30 Days CB-2-Q 11013.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111243.09 Day 37 4198.41 91-180 Days S-1-Q 4662.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19238.57 Day 37 2292.22 Open S-2-Q 816.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100075.37 Day 37 1420.15 <30 Days S-3-Q 4280.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13300.62 Day 37 600.52 30-90 Days S-4-Q 674.46 Yes Liberty International Finance Ltd. Legal