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 Investment Company or Advisor No 35990.43 >4 Yr <= 5 Yr 2280.26 Open IG-1 2137.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 22877.62 >4 Yr <= 5 Yr 1510.48 91-180 Days IG-2 3916.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 99428.54 >4 Yr <= 5 Yr 11975.23 <30 Days S-1 11514.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 8683.66 >4 Yr <= 5 Yr 106.80 <30 Days S-2 1617.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 101907.60 >4 Yr <= 5 Yr 4955.63 <30 Days S-3 18396.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 37956.74 >4 Yr <= 5 Yr 259.00 91-180 Days S-4 80.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 22171.15 >4 Yr <= 5 Yr 1666.33 Open S-5 911.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 103489.99 >4 Yr <= 5 Yr 14688.63 91-180 Days S-6 17921.53 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29111.00 >4 Yr <= 5 Yr 452.38 Open S-7 4905.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 26351.97 >5 Yr 3451.74 Open A-0-Q 4229.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 90489.78 >5 Yr 8405.10 91-180 Days A-1-Q 16980.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 63436.35 >5 Yr 8766.99 30-90 Days A-2-Q 5347.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 2456.42 >5 Yr 252.02 <30 Days A-3-Q 428.52 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 10921.95 >5 Yr 1204.91 Open A-4-Q 1695.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 19858.53 >5 Yr 406.55 <30 Days A-5-Q 976.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 26923.89 >5 Yr 3172.01 Open CB-1-Q 3131.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 108877.96 >5 Yr 14970.36 91-180 Days CB-2-Q 7846.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 796.44 >5 Yr 37.26 91-180 Days S-1-Q 48.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 39354.66 >5 Yr 609.44 Open S-2-Q 2221.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 48418.38 >5 Yr 4122.79 91-180 Days S-3-Q 4071.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 73487.92 >5 Yr 10788.68 91-180 Days S-4-Q 3449.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 23515.91 >5 Yr 182.93 30-90 Days CB-3-Q 3877.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 71652.23 >5 Yr 8396.93 30-90 Days G-1-Q 13207.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 33598.48 >5 Yr 3200.68 <30 Days G-2-Q 588.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 2576.88 >5 Yr 220.86 <30 Days G-3-Q 311.91 No Risk Management