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 105662.11 75 - 82 Days 3121.37 Open CB-2 14918.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84163.89 75 - 82 Days 11692.77 30-90 Days CB-3 6922.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92493.59 75 - 82 Days 325.03 <30 Days E-1 3043.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50955.11 75 - 82 Days 3335.61 <30 Days E-2 7968.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83152.08 75 - 82 Days 870.41 Open G-1 1445.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28005.65 75 - 82 Days 3598.57 30-90 Days G-2 5008.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15108.50 75 - 82 Days 1731.44 91-180 Days G-3 3003.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82316.06 75 - 82 Days 9096.47 91-180 Days IG-1 4644.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6852.99 75 - 82 Days 58.91 91-180 Days IG-2 311.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92546.27 75 - 82 Days 10816.33 91-180 Days S-1 15487.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11246.76 75 - 82 Days 1049.86 <30 Days S-2 2091.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92789.11 75 - 82 Days 3071.20 91-180 Days S-3 14279.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53140.95 75 - 82 Days 2426.94 <30 Days S-4 2157.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113116.37 75 - 82 Days 13800.59 <30 Days S-5 9432.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28764.41 75 - 82 Days 162.27 30-90 Days S-6 4473.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13021.93 75 - 82 Days 683.88 Open S-7 91.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49972.46 83 - 90 Days 4172.54 Open A-0-Q 4038.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110750.26 83 - 90 Days 11454.19 Open A-1-Q 14735.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27784.58 83 - 90 Days 1911.00 <30 Days A-2-Q 4499.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57043.55 83 - 90 Days 8408.00 91-180 Days A-3-Q 2149.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9047.44 83 - 90 Days 1068.25 <30 Days A-4-Q 974.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81121.96 83 - 90 Days 4025.92 <30 Days A-5-Q 9444.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17488.50 83 - 90 Days 365.50 30-90 Days CB-1-Q 2033.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14161.10 83 - 90 Days 1987.81 91-180 Days CB-2-Q 2797.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104716.67 83 - 90 Days 9031.13 <30 Days S-1-Q 6304.19 Yes Liberty International Finance Ltd. Treasury