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 44721.37 Day 37 1023.00 Open S-6 1045.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68701.31 Day 37 2071.18 30-90 Days S-7 5482.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65549.53 Day 38 4646.70 91-180 Days A-0-Q 9080.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11000.66 Day 38 1322.04 30-90 Days A-1-Q 582.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29351.04 Day 38 262.66 30-90 Days A-2-Q 5350.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71962.02 Day 38 8173.92 <30 Days A-3-Q 13619.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93674.74 Day 38 6900.89 Open A-4-Q 9543.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37541.18 Day 38 3352.21 Open A-5-Q 1035.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3904.14 Day 38 402.12 <30 Days CB-1-Q 520.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4179.77 Day 38 350.59 30-90 Days CB-2-Q 263.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47526.74 Day 38 109.89 30-90 Days S-1-Q 985.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110271.07 Day 38 2148.94 <30 Days S-2-Q 20790.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53589.51 Day 38 7298.20 <30 Days S-3-Q 3433.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22135.92 Day 38 2914.12 30-90 Days S-4-Q 458.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92073.99 Day 38 591.76 30-90 Days CB-3-Q 7832.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22548.28 Day 38 924.84 91-180 Days G-1-Q 3363.56 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73440.54 Day 38 5302.40 <30 Days G-2-Q 4179.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38204.00 Day 38 3059.02 Open G-3-Q 4008.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57608.62 Day 38 8435.27 Open S-5-Q 10085.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47296.03 Day 38 2107.77 <30 Days S-6-Q 2468.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10696.75 Day 38 1587.37 Open S-7-Q 1314.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1367.75 Day 38 52.54 30-90 Days E-1-Q 112.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33577.82 Day 38 4736.05 30-90 Days E-2-Q 3097.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90768.89 Day 38 6891.38 Open IG-1-Q 10162.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57132.82 Day 38 952.91 91-180 Days IG-2-Q 7899.83 Yes Liberty Mortgage Services Corp. Risk Management