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 41145.70 Day 45 5580.26 Open E-1 2342.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93210.77 Day 45 13326.82 Open E-2 4216.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7975.76 Day 45 423.91 Open G-1 61.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62936.34 Day 45 8570.93 30-90 Days G-2 1885.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49876.63 Day 45 5523.70 <30 Days G-3 3794.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33334.68 Day 45 274.40 30-90 Days IG-1 1261.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29886.13 Day 45 4087.61 30-90 Days IG-2 3481.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33256.13 Day 45 2475.48 Open S-1 1951.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74691.21 Day 45 4778.05 30-90 Days S-2 2184.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53488.28 Day 45 204.19 <30 Days S-3 633.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86177.28 Day 45 1404.07 Open S-4 13132.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74008.77 Day 45 4370.59 30-90 Days S-5 14574.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45537.09 Day 45 3565.36 <30 Days S-6 6142.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99825.07 Day 45 8487.18 Open S-7 16774.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59142.40 Day 46 2728.63 30-90 Days A-0-Q 9879.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15577.82 Day 46 686.88 <30 Days A-1-Q 952.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97216.41 Day 46 6551.18 <30 Days A-2-Q 19372.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48412.85 Day 46 4961.27 Open A-3-Q 9146.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62896.35 Day 46 2158.65 <30 Days A-4-Q 4009.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91435.49 Day 46 13185.33 30-90 Days A-5-Q 9180.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15789.76 Day 46 1767.59 91-180 Days CB-1-Q 666.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44166.06 Day 46 4658.97 91-180 Days CB-2-Q 7857.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89536.35 Day 46 1404.52 Open S-1-Q 16475.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100865.19 Day 46 4356.42 Open S-2-Q 19791.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6933.03 Day 46 978.62 Open S-3-Q 946.58 No Risk Management