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 Yes 2645.65 Day 54 290.56 91-180 Days CB-3 215.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63167.62 Day 54 9267.46 Open E-1 85.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39991.38 Day 54 5283.11 <30 Days E-2 186.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77687.39 Day 54 2830.54 91-180 Days G-1 7728.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37311.41 Day 54 2954.59 91-180 Days G-2 5654.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 793.95 Day 54 59.05 Open G-3 52.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11440.89 Day 54 1624.14 30-90 Days IG-1 1164.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96024.59 Day 54 7791.30 91-180 Days IG-2 17255.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84287.69 Day 54 2702.57 Open S-1 16154.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84565.10 Day 54 6293.64 91-180 Days S-2 3131.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26232.61 Day 54 507.47 <30 Days S-3 1143.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92030.12 Day 54 11520.57 Open S-4 2306.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4814.76 Day 54 694.25 <30 Days S-5 892.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43579.22 Day 54 4207.17 91-180 Days S-6 1699.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98155.35 Day 54 7349.83 91-180 Days S-7 5162.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100062.35 Day 55 13770.00 91-180 Days A-0-Q 6913.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56614.49 Day 55 4534.57 30-90 Days A-1-Q 5733.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17173.44 Day 55 1392.65 <30 Days A-2-Q 1938.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64551.19 Day 55 5605.37 <30 Days A-3-Q 2196.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45595.24 Day 55 1136.62 91-180 Days A-4-Q 8074.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6907.95 Day 55 548.33 91-180 Days A-5-Q 849.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53425.69 Day 55 481.26 30-90 Days CB-1-Q 6108.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67176.20 Day 55 1061.40 91-180 Days CB-2-Q 12998.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10754.70 Day 55 1016.04 <30 Days S-1-Q 174.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15415.13 Day 55 1496.34 30-90 Days S-2-Q 646.62 Yes Liberty Mortgage Services Corp. Operations