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 88913.96 >4 Yr <= 5 Yr 12043.28 30-90 Days G-4 2713.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17929.90 >4 Yr <= 5 Yr 711.87 30-90 Days IG-3 247.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52048.57 >4 Yr <= 5 Yr 4791.32 Open IG-4 6601.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84099.81 >4 Yr <= 5 Yr 8360.89 91-180 Days IG-5 14060.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76330.98 >4 Yr <= 5 Yr 9087.63 Open IG-6 13911.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6008.10 >4 Yr <= 5 Yr 394.71 Open IG-7 173.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13618.79 >4 Yr <= 5 Yr 972.81 30-90 Days IG-8 1222.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43375.38 >4 Yr <= 5 Yr 3427.55 <30 Days L-1 995.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55746.59 >4 Yr <= 5 Yr 3541.25 Open L-10 720.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86828.76 >4 Yr <= 5 Yr 9068.10 30-90 Days L-11 9819.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109458.79 >4 Yr <= 5 Yr 11489.34 <30 Days L-2 5442.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42603.19 >4 Yr <= 5 Yr 5533.67 Open L-3 2917.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53569.16 >4 Yr <= 5 Yr 5845.80 Open L-4 706.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107734.62 >4 Yr <= 5 Yr 14326.95 30-90 Days L-5 12822.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84836.38 >4 Yr <= 5 Yr 12667.39 91-180 Days L-6 4564.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54544.04 >4 Yr <= 5 Yr 5024.06 Open L-7 10720.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83002.51 >4 Yr <= 5 Yr 7891.23 <30 Days L-8 10296.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21078.17 >4 Yr <= 5 Yr 2050.46 Open L-9 1251.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64282.78 >4 Yr <= 5 Yr 961.17 Open LC-1 3142.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64453.18 >4 Yr <= 5 Yr 2919.00 91-180 Days LC-2 8173.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103033.82 >4 Yr <= 5 Yr 8588.21 <30 Days N-1 3446.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83487.14 >4 Yr <= 5 Yr 9883.85 <30 Days N-2 15017.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70260.33 >4 Yr <= 5 Yr 7276.17 91-180 Days N-3 1164.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24245.05 >4 Yr <= 5 Yr 3149.58 91-180 Days N-4 4368.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 35640.51 >4 Yr <= 5 Yr 228.64 Open N-5 5341.72 Yes Liberty Capital Markets Inc. Operations