Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 Financial Market Utility Yes 74131.17 Day 43 5915.45 <30 Days P-2 11396.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58672.85 Day 43 1016.17 Open S-8 4718.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3626.28 Day 43 71.08 30-90 Days Y-1 705.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 49922.11 Day 43 898.73 <30 Days Y-2 4832.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 2284.83 Day 43 264.61 <30 Days Y-3 271.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 101245.44 Day 43 5192.12 91-180 Days Y-4 17190.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38179.34 Day 43 3796.23 <30 Days Z-1 7338.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107254.10 Day 43 1218.58 91-180 Days A-2 18371.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58740.75 Day 43 6117.94 <30 Days A-3 9454.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 87870.19 Day 43 8416.48 30-90 Days A-4 3664.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15071.38 Day 43 1515.88 91-180 Days A-5 1030.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20114.34 Day 43 879.57 30-90 Days CB-1 1614.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 30963.47 Day 43 3140.42 Open CB-2 4948.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107327.04 Day 43 13084.23 <30 Days CB-3 6500.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 19217.09 Day 43 745.42 Open E-1 1394.96 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 63700.64 Day 43 8287.88 91-180 Days E-2 6608.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 4085.09 Day 43 361.98 <30 Days G-1 683.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42031.72 Day 43 2218.78 Open G-2 2347.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 94524.64 Day 43 12001.80 <30 Days G-3 9305.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100626.03 Day 43 67.32 30-90 Days IG-1 12512.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 33357.05 Day 43 3334.52 Open IG-2 6020.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 16634.47 Day 43 486.44 30-90 Days S-1 899.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51728.81 Day 43 1431.11 91-180 Days S-2 1268.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 28313.67 Day 43 2038.35 30-90 Days S-3 645.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 89793.48 Day 43 11721.88 Open S-4 17188.80 No Legal