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 42561.58 151 - 179 Days 2172.05 30-90 Days Z-1 7.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78145.21 151 - 179 Days 360.84 30-90 Days A-2 13655.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40678.52 151 - 179 Days 3051.22 91-180 Days A-3 4547.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107367.99 151 - 179 Days 2322.37 91-180 Days A-4 7637.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87906.35 151 - 179 Days 3234.94 91-180 Days A-5 14661.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73918.84 151 - 179 Days 10338.81 Open CB-1 10798.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14883.80 151 - 179 Days 305.47 Open CB-2 2731.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36845.86 151 - 179 Days 1569.39 30-90 Days CB-3 6192.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53084.27 151 - 179 Days 3682.43 Open E-1 6911.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94871.98 151 - 179 Days 8269.89 Open E-2 9916.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66477.55 151 - 179 Days 295.03 30-90 Days G-1 6695.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56529.43 151 - 179 Days 7121.31 30-90 Days G-2 3974.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21673.81 151 - 179 Days 1254.09 30-90 Days G-3 1693.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84338.36 151 - 179 Days 11364.26 <30 Days IG-1 1636.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38251.34 151 - 179 Days 3696.92 91-180 Days IG-2 6711.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45391.43 151 - 179 Days 5286.51 Open S-1 7055.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24601.03 151 - 179 Days 525.97 30-90 Days S-2 4252.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14589.28 151 - 179 Days 320.80 Open S-3 596.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93905.88 151 - 179 Days 10258.12 Open S-4 16263.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25135.40 151 - 179 Days 781.62 91-180 Days S-5 3742.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94411.96 151 - 179 Days 2034.63 30-90 Days S-6 3108.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69470.64 151 - 179 Days 1824.95 30-90 Days S-7 7705.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58611.36 180 - 270 Days 4336.43 91-180 Days A-0-Q 5878.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82768.08 180 - 270 Days 10616.72 30-90 Days A-1-Q 9436.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54573.53 180 - 270 Days 5264.09 91-180 Days A-2-Q 2515.03 No Legal