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 112422.34 61 - 67 Days 14791.38 Open E-2 14736.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82007.54 61 - 67 Days 4468.69 <30 Days G-1 1331.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71082.38 61 - 67 Days 954.28 <30 Days G-2 7472.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74154.44 61 - 67 Days 8269.48 <30 Days G-3 9734.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22258.18 61 - 67 Days 3250.41 30-90 Days IG-1 3182.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102885.95 61 - 67 Days 6284.13 30-90 Days IG-2 20042.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98043.25 61 - 67 Days 6442.21 91-180 Days S-1 10680.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64693.74 61 - 67 Days 453.02 91-180 Days S-2 2222.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63612.30 61 - 67 Days 2049.86 30-90 Days S-3 11426.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48958.88 61 - 67 Days 4721.05 <30 Days S-4 5638.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107367.30 61 - 67 Days 592.90 30-90 Days S-5 6391.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17200.92 61 - 67 Days 1890.80 Open S-6 2024.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22073.49 61 - 67 Days 2139.70 Open S-7 3340.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11741.70 68 - 74 Days 1228.26 30-90 Days A-0-Q 1935.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28030.61 68 - 74 Days 434.30 <30 Days A-1-Q 4787.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12988.44 68 - 74 Days 1089.13 30-90 Days A-2-Q 1078.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64961.82 68 - 74 Days 960.63 30-90 Days A-3-Q 9575.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51688.55 68 - 74 Days 7421.83 91-180 Days A-4-Q 7999.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85398.14 68 - 74 Days 5335.54 30-90 Days A-5-Q 10326.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15159.61 68 - 74 Days 1847.83 30-90 Days CB-1-Q 1759.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105357.18 68 - 74 Days 10588.79 91-180 Days CB-2-Q 11750.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35895.30 68 - 74 Days 1991.62 91-180 Days S-1-Q 893.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11051.04 68 - 74 Days 155.46 <30 Days S-2-Q 1682.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49419.58 68 - 74 Days 3088.53 Open S-3-Q 796.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85360.05 68 - 74 Days 3043.01 30-90 Days S-4-Q 3446.29 Yes Liberty International Finance Ltd. Risk Management