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 36443.56 Day 41 1135.60 Open E-8 5913.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74560.66 Day 41 6042.11 <30 Days E-9 3198.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28841.67 Day 41 2802.67 30-90 Days G-4 2192.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54460.86 Day 41 2989.70 <30 Days IG-3 8518.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28629.14 Day 41 4215.37 <30 Days IG-4 3654.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73631.16 Day 41 10371.19 91-180 Days IG-5 2693.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56905.37 Day 41 1688.56 30-90 Days IG-6 4734.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18935.54 Day 41 2670.80 Open IG-7 243.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29581.39 Day 41 3051.46 91-180 Days IG-8 1057.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96228.25 Day 41 5015.49 91-180 Days L-1 4811.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107455.84 Day 41 14154.21 30-90 Days L-10 9325.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35924.20 Day 41 4973.01 <30 Days L-11 2376.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93286.46 Day 41 6611.55 30-90 Days L-2 15902.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78549.26 Day 41 2859.36 <30 Days L-3 6804.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44882.00 Day 41 5108.37 Open L-4 4276.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112488.66 Day 41 615.56 30-90 Days L-5 20697.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65614.07 Day 41 4075.68 Open L-6 6149.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40011.04 Day 41 5256.85 Open L-7 6615.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107023.28 Day 41 1949.38 91-180 Days L-8 17330.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70863.47 Day 41 2055.13 91-180 Days L-9 5844.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53451.39 Day 41 2314.26 30-90 Days LC-1 8229.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66829.04 Day 41 7466.49 Open LC-2 6115.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75076.55 Day 41 9409.40 Open N-1 4742.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26281.05 Day 41 3113.59 91-180 Days N-2 2899.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2584.00 Day 41 187.81 <30 Days N-3 366.43 Yes Liberty Wealth Management LLC Risk Management