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 2163.13 >= 1 Yr <= 2 Yr 61.92 Open G-4 135.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 29441.41 >= 1 Yr <= 2 Yr 3969.18 Open IG-3 4633.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 88286.89 >= 1 Yr <= 2 Yr 4072.89 91-180 Days IG-4 5719.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3053.98 >= 1 Yr <= 2 Yr 0.43 Open IG-5 420.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 48451.55 >= 1 Yr <= 2 Yr 1957.42 Open IG-6 9666.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 60201.34 >= 1 Yr <= 2 Yr 2645.56 Open IG-7 8243.40 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 67790.35 >= 1 Yr <= 2 Yr 8290.30 Open IG-8 13181.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10320.07 >= 1 Yr <= 2 Yr 898.36 91-180 Days L-1 537.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31532.89 >= 1 Yr <= 2 Yr 4055.64 30-90 Days L-10 372.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109252.83 >= 1 Yr <= 2 Yr 13729.40 91-180 Days L-11 6501.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93261.10 >= 1 Yr <= 2 Yr 13275.67 Open L-2 11141.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 11257.35 >= 1 Yr <= 2 Yr 1310.31 <30 Days L-3 1209.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69108.32 >= 1 Yr <= 2 Yr 8448.37 <30 Days L-4 4149.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 82244.36 >= 1 Yr <= 2 Yr 4756.88 <30 Days L-5 6191.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1948.97 >= 1 Yr <= 2 Yr 38.02 Open L-6 361.13 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 46020.23 >= 1 Yr <= 2 Yr 2845.44 Open L-7 5128.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 70486.71 >= 1 Yr <= 2 Yr 10345.16 Open L-8 2160.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15945.80 >= 1 Yr <= 2 Yr 1493.18 30-90 Days L-9 1184.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 98944.00 >= 1 Yr <= 2 Yr 5925.87 <30 Days LC-1 8776.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 70813.38 >= 1 Yr <= 2 Yr 4004.46 Open LC-2 6607.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5503.39 >= 1 Yr <= 2 Yr 714.03 91-180 Days N-1 198.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 31230.68 >= 1 Yr <= 2 Yr 3730.53 30-90 Days N-2 3807.53 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44242.52 >= 1 Yr <= 2 Yr 6100.76 <30 Days N-3 2504.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105684.53 >= 1 Yr <= 2 Yr 603.33 Open N-4 1349.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 16027.30 >= 1 Yr <= 2 Yr 290.43 Open N-5 2650.92 Yes Liberty Capital Markets Inc. Legal