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 Financial Market Utility No 25210.44 91 - 120 Days 2514.13 Open N-1 515.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 88284.48 91 - 120 Days 10696.52 Open N-2 14874.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 53846.59 91 - 120 Days 4635.87 Open N-3 10381.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 64990.06 91 - 120 Days 2244.04 Open N-4 8941.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99258.02 91 - 120 Days 193.16 Open N-5 10438.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 82030.51 91 - 120 Days 2295.05 30-90 Days N-6 9866.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 87771.97 91 - 120 Days 11164.63 Open N-7 15559.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 60602.65 91 - 120 Days 1022.53 <30 Days P-1 3163.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 103390.69 91 - 120 Days 2163.82 Open P-2 833.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 106692.45 91 - 120 Days 1322.63 30-90 Days S-8 9785.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 2319.71 91 - 120 Days 52.98 91-180 Days Y-1 440.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 100817.56 91 - 120 Days 11369.06 Open Y-2 8627.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14981.93 91 - 120 Days 526.73 91-180 Days Y-3 1591.58 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 76778.22 91 - 120 Days 7893.59 <30 Days Y-4 7738.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76380.04 91 - 120 Days 435.84 <30 Days Z-1 9108.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69783.93 91 - 120 Days 5875.36 <30 Days A-2 5075.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 52316.28 91 - 120 Days 3629.82 30-90 Days A-3 6039.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 2807.44 91 - 120 Days 420.87 30-90 Days A-4 19.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28939.29 91 - 120 Days 2973.79 91-180 Days A-5 3620.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 12372.83 91 - 120 Days 602.36 Open CB-1 892.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79680.52 91 - 120 Days 4722.53 <30 Days CB-2 5796.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 92168.95 91 - 120 Days 12901.43 Open CB-3 8334.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 71976.40 91 - 120 Days 7537.71 Open E-1 9658.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 66531.86 91 - 120 Days 3192.97 91-180 Days E-2 889.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78550.12 91 - 120 Days 4015.29 Open G-1 2999.29 Yes Liberty Mortgage Services Corp. Legal