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 9234.29 Day 50 632.88 Open IG-1 952.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71228.80 Day 50 9239.81 91-180 Days IG-2 10998.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80020.14 Day 50 998.90 30-90 Days S-1 15215.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61022.83 Day 50 1142.25 30-90 Days S-2 8567.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96303.39 Day 50 4872.41 <30 Days S-3 13554.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19368.76 Day 50 774.82 <30 Days S-4 2098.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22795.19 Day 50 1808.97 30-90 Days S-5 2481.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108432.23 Day 50 7702.70 <30 Days S-6 2977.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82615.97 Day 50 1379.04 Open S-7 9172.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27375.92 Day 51 1883.71 <30 Days A-0-Q 3841.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42331.42 Day 51 796.87 Open A-1-Q 5349.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18741.02 Day 51 517.23 91-180 Days A-2-Q 3682.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81715.21 Day 51 11266.56 91-180 Days A-3-Q 9597.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97775.99 Day 51 7444.64 30-90 Days A-4-Q 10642.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98983.69 Day 51 12821.98 30-90 Days A-5-Q 10908.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47128.86 Day 51 4591.24 30-90 Days CB-1-Q 833.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56305.47 Day 51 2667.36 Open CB-2-Q 6781.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43733.69 Day 51 5999.42 Open S-1-Q 1266.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40474.11 Day 51 5970.21 91-180 Days S-2-Q 3036.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99536.56 Day 51 9491.41 <30 Days S-3-Q 9116.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88653.39 Day 51 9705.16 30-90 Days S-4-Q 8757.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67411.47 Day 51 1481.10 <30 Days CB-3-Q 5823.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39236.80 Day 51 5021.79 91-180 Days G-1-Q 3529.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85068.17 Day 51 7662.41 <30 Days G-2-Q 8751.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104452.43 Day 51 2726.66 91-180 Days G-3-Q 12939.76 No Risk Management