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 Broker-Dealer Yes 9012.46 >4 Yr <= 5 Yr 117.64 Open A-3 1400.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 65481.25 >4 Yr <= 5 Yr 1117.01 91-180 Days A-4 11947.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 44262.62 >4 Yr <= 5 Yr 2598.29 Open A-5 2183.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 961.01 >4 Yr <= 5 Yr 126.28 30-90 Days CB-1 19.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 109097.58 >4 Yr <= 5 Yr 15660.82 30-90 Days CB-2 15885.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 39702.84 >4 Yr <= 5 Yr 3648.71 Open CB-3 79.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 31828.04 >4 Yr <= 5 Yr 383.28 Open E-1 4815.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 69674.15 >4 Yr <= 5 Yr 7526.55 Open E-2 1858.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 102161.62 >4 Yr <= 5 Yr 10766.38 30-90 Days G-1 6074.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15809.77 >4 Yr <= 5 Yr 1318.92 30-90 Days G-2 1752.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26206.05 >4 Yr <= 5 Yr 177.93 Open G-3 4890.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 67091.40 >4 Yr <= 5 Yr 392.27 30-90 Days IG-1 6156.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 103628.40 >4 Yr <= 5 Yr 4853.31 30-90 Days IG-2 447.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60266.67 >4 Yr <= 5 Yr 8636.42 30-90 Days S-1 10837.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 112237.38 >4 Yr <= 5 Yr 2221.29 30-90 Days S-2 11804.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 5622.15 >4 Yr <= 5 Yr 641.49 Open S-3 70.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 61314.99 >4 Yr <= 5 Yr 2023.73 Open S-4 990.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 41602.88 >4 Yr <= 5 Yr 3253.17 30-90 Days S-5 1366.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 45178.37 >4 Yr <= 5 Yr 5270.98 <30 Days S-6 4504.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 43461.47 >4 Yr <= 5 Yr 3753.45 30-90 Days S-7 2891.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 4180.56 >5 Yr 119.99 91-180 Days A-0-Q 246.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 82807.82 >5 Yr 3232.50 <30 Days A-1-Q 6369.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 46995.93 >5 Yr 4908.61 91-180 Days A-2-Q 8812.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 95886.78 >5 Yr 1115.82 30-90 Days A-3-Q 9938.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 74429.17 >5 Yr 1761.80 30-90 Days A-4-Q 8289.35 Yes Liberty International Finance Ltd. Finance