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 No 62298.08 Day 45 1254.38 91-180 Days A-0-Q 2745.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91448.87 Day 45 2499.55 <30 Days A-1-Q 14724.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69272.18 Day 45 6702.48 Open A-2-Q 3277.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93622.61 Day 45 13514.11 30-90 Days A-3-Q 5267.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77106.78 Day 45 7910.34 Open A-4-Q 766.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61994.73 Day 45 7591.26 <30 Days A-5-Q 1056.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112854.03 Day 45 9982.89 91-180 Days CB-1-Q 19078.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71935.99 Day 45 2707.58 91-180 Days CB-2-Q 5059.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44102.92 Day 45 1582.30 30-90 Days S-1-Q 7988.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83179.18 Day 45 8618.10 91-180 Days S-2-Q 1748.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79612.81 Day 45 11446.13 Open S-3-Q 3226.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22103.98 Day 45 324.04 30-90 Days S-4-Q 1528.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50142.69 Day 45 570.47 30-90 Days CB-3-Q 4098.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85450.40 Day 45 6178.56 30-90 Days G-1-Q 1879.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79859.64 Day 45 11640.83 Open G-2-Q 13544.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69645.86 Day 45 28.37 91-180 Days G-3-Q 10478.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104341.94 Day 45 11643.38 <30 Days S-5-Q 8626.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51610.84 Day 45 1505.39 91-180 Days S-6-Q 1022.78 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35621.77 Day 45 1422.85 Open S-7-Q 3170.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89222.01 Day 45 11196.99 30-90 Days E-1-Q 610.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37854.61 Day 45 937.67 91-180 Days E-2-Q 2406.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95386.33 Day 45 7922.48 91-180 Days IG-1-Q 4911.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83560.05 Day 45 2196.04 91-180 Days IG-2-Q 13033.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52599.50 Day 45 7805.49 91-180 Days C-1 3696.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81350.16 Day 45 577.95 91-180 Days CB-4 3593.01 No Operations