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 94243.05 Day 43 7847.20 <30 Days A-3-Q 7186.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62457.36 Day 43 9093.19 30-90 Days A-4-Q 970.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92671.52 Day 43 7943.06 Open A-5-Q 6378.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3896.62 Day 43 13.48 91-180 Days CB-1-Q 379.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110456.11 Day 43 4280.82 30-90 Days CB-2-Q 6727.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59841.45 Day 43 2901.07 30-90 Days S-1-Q 1905.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38754.24 Day 43 2052.23 <30 Days S-2-Q 3792.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39542.99 Day 43 2736.26 30-90 Days S-3-Q 7301.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77504.37 Day 43 4851.12 30-90 Days S-4-Q 13397.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88566.27 Day 43 697.55 <30 Days CB-3-Q 12712.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78552.88 Day 43 4839.59 Open G-1-Q 6977.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98645.00 Day 43 6142.66 Open G-2-Q 1898.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53837.81 Day 43 7340.65 <30 Days G-3-Q 6144.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50095.38 Day 43 4284.34 91-180 Days S-5-Q 1038.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89055.08 Day 43 7146.92 30-90 Days S-6-Q 7127.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35958.79 Day 43 282.89 <30 Days S-7-Q 1581.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109093.90 Day 43 5802.61 30-90 Days E-1-Q 17646.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56373.45 Day 43 6182.82 Open E-2-Q 1688.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4529.36 Day 43 13.13 30-90 Days IG-1-Q 319.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41997.21 Day 43 4382.36 91-180 Days IG-2-Q 1521.87 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44192.36 Day 43 1007.89 91-180 Days C-1 8201.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33489.91 Day 43 3272.91 91-180 Days CB-4 4428.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18140.72 Day 43 198.47 <30 Days E-10 434.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44906.13 Day 43 969.51 Open E-3 4897.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75568.67 Day 43 2454.79 91-180 Days E-4 5651.27 Yes Liberty Wealth Management LLC Finance