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 Other Supervised Non-Bank Financial Entity No 45467.87 Day 58 5239.76 30-90 Days CB-3-Q 3911.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 8698.92 Day 58 721.83 91-180 Days G-1-Q 874.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 66635.84 Day 58 9065.12 91-180 Days G-2-Q 9612.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 37266.06 Day 58 2722.48 <30 Days G-3-Q 2282.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 81417.51 Day 58 515.47 Open S-5-Q 14632.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 49197.67 Day 58 1198.36 <30 Days S-6-Q 3852.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 61713.51 Day 58 6134.38 <30 Days S-7-Q 9571.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 78380.71 Day 58 10087.18 30-90 Days E-1-Q 9538.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 57992.93 Day 58 4615.14 <30 Days E-2-Q 7324.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 107347.23 Day 58 12028.08 Open IG-1-Q 7159.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 42217.44 Day 58 4206.57 <30 Days IG-2-Q 1635.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 108782.22 Day 58 11711.93 30-90 Days C-1 18304.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 46602.50 Day 58 2884.33 Open CB-4 722.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 65091.74 Day 58 4023.72 Open E-10 1171.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 18001.71 Day 58 2350.81 30-90 Days E-3 2799.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 27588.64 Day 58 321.42 30-90 Days E-4 3278.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 112665.11 Day 58 4644.42 91-180 Days E-5 9458.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 89791.21 Day 58 1768.70 91-180 Days E-6 17250.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 69347.84 Day 58 3361.53 30-90 Days E-7 5250.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 15477.03 Day 58 2082.23 91-180 Days E-8 2472.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 62137.94 Day 58 7772.44 30-90 Days E-9 4991.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 74262.81 Day 58 9058.29 <30 Days G-4 12790.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 7513.45 Day 58 945.02 Open IG-3 666.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 9923.07 Day 58 1378.16 30-90 Days IG-4 539.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 64686.90 Day 58 6557.46 Open IG-5 5771.89 Yes Liberty Wealth Management LLC Treasury