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 No 96797.50 91 - 120 Days 2588.00 91-180 Days L-4 13413.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19022.71 91 - 120 Days 405.96 30-90 Days L-5 1594.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16078.07 91 - 120 Days 657.97 <30 Days L-6 1973.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88571.62 91 - 120 Days 9972.21 <30 Days L-7 15253.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95999.26 91 - 120 Days 6817.80 91-180 Days L-8 330.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13891.33 91 - 120 Days 814.42 <30 Days L-9 2401.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10337.70 91 - 120 Days 229.43 91-180 Days LC-1 1186.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71427.62 91 - 120 Days 9076.74 91-180 Days LC-2 3481.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36986.91 91 - 120 Days 5173.41 91-180 Days N-1 4922.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31619.00 91 - 120 Days 226.00 Open N-2 1648.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46300.70 91 - 120 Days 4271.02 30-90 Days N-3 5552.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62183.94 91 - 120 Days 8817.74 91-180 Days N-4 278.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92602.23 91 - 120 Days 11613.37 <30 Days N-5 3961.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32702.53 91 - 120 Days 2505.35 30-90 Days N-6 5437.86 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55781.83 91 - 120 Days 92.95 91-180 Days N-7 10650.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79957.15 91 - 120 Days 2434.76 91-180 Days P-1 6154.46 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65060.44 91 - 120 Days 3355.92 Open P-2 6021.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35337.45 91 - 120 Days 3134.58 91-180 Days S-8 3078.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67569.19 91 - 120 Days 2497.15 Open Y-1 6036.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102712.92 91 - 120 Days 7787.78 <30 Days Y-2 20435.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6819.21 91 - 120 Days 316.38 30-90 Days Y-3 1243.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99787.32 91 - 120 Days 950.32 Open Y-4 15985.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50872.48 91 - 120 Days 851.28 Open Z-1 3311.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46889.98 91 - 120 Days 5444.37 Open A-2 5811.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56273.01 91 - 120 Days 2633.45 <30 Days A-3 2029.12 Yes Liberty Capital Markets Inc. Risk Management