Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 22533.53 Day 45 1259.31 91-180 Days L-9 307.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53982.67 Day 45 2302.88 Open LC-1 10273.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88119.09 Day 45 991.30 Open LC-2 2484.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31744.09 Day 45 1483.01 91-180 Days N-1 6165.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76920.15 Day 45 10256.65 30-90 Days N-2 7895.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17764.95 Day 45 833.97 Open N-3 3014.36 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68851.07 Day 45 6151.18 30-90 Days N-4 7499.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80334.21 Day 45 7517.01 91-180 Days N-5 10723.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57813.44 Day 45 23.04 91-180 Days N-6 4486.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13307.97 Day 45 1958.09 30-90 Days N-7 1092.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32899.59 Day 45 3069.11 Open P-1 4473.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110046.17 Day 45 9038.64 <30 Days P-2 14741.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52816.15 Day 45 64.87 Open S-8 4507.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98518.69 Day 45 12723.83 Open Y-1 10704.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11970.02 Day 45 1425.63 91-180 Days Y-2 1044.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43760.49 Day 45 3766.92 91-180 Days Y-3 5810.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90011.72 Day 45 4003.12 91-180 Days Y-4 8940.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13135.58 Day 45 865.55 <30 Days Z-1 1063.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67229.36 Day 45 3141.50 <30 Days A-2 10246.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68859.66 Day 45 3820.06 Open A-3 9441.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107573.71 Day 45 7897.69 Open A-4 529.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25928.54 Day 45 2488.10 91-180 Days A-5 1799.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46246.27 Day 45 5946.05 30-90 Days CB-1 3284.47 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66839.67 Day 45 7589.38 91-180 Days CB-2 1690.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66754.63 Day 45 778.22 30-90 Days CB-3 11810.24 No Risk Management