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 101886.18 >2 Yr <= 3 Yr 5366.15 91-180 Days E-7 15556.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 12483.48 >2 Yr <= 3 Yr 471.70 <30 Days E-8 491.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 80696.97 >2 Yr <= 3 Yr 297.42 91-180 Days E-9 31.75 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 No 94706.22 >2 Yr <= 3 Yr 45.17 30-90 Days G-4 15807.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 65107.39 >2 Yr <= 3 Yr 2171.63 30-90 Days IG-3 11579.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 88131.06 >2 Yr <= 3 Yr 8922.91 <30 Days IG-4 5913.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 9242.01 >2 Yr <= 3 Yr 292.88 30-90 Days IG-5 1636.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 4103.51 >2 Yr <= 3 Yr 191.26 30-90 Days IG-6 379.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 112823.74 >2 Yr <= 3 Yr 13130.26 91-180 Days IG-7 18501.46 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 No 2894.50 >2 Yr <= 3 Yr 360.98 <30 Days IG-8 171.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 16952.49 >2 Yr <= 3 Yr 1999.73 <30 Days L-1 1036.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 44670.32 >2 Yr <= 3 Yr 1178.89 Open L-10 6551.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 26471.75 >2 Yr <= 3 Yr 3760.94 30-90 Days L-11 2551.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 270.00 >2 Yr <= 3 Yr 40.50 91-180 Days L-2 1.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 41055.85 >2 Yr <= 3 Yr 6012.10 <30 Days L-3 4106.85 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 No 26656.10 >2 Yr <= 3 Yr 2032.40 91-180 Days L-4 4108.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 87273.86 >2 Yr <= 3 Yr 11867.42 Open L-5 7533.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 85043.78 >2 Yr <= 3 Yr 1095.60 <30 Days L-6 9627.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 53945.21 >2 Yr <= 3 Yr 1813.84 <30 Days L-7 2520.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 50753.69 >2 Yr <= 3 Yr 5700.57 91-180 Days L-8 5792.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 57745.44 >2 Yr <= 3 Yr 4304.65 Open L-9 4545.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 38907.40 >2 Yr <= 3 Yr 5212.81 <30 Days LC-1 5907.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 60610.71 >2 Yr <= 3 Yr 3297.72 30-90 Days LC-2 8712.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 48433.84 >2 Yr <= 3 Yr 140.80 <30 Days N-1 4202.53 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 48453.88 >2 Yr <= 3 Yr 2986.44 Open N-2 778.93 Yes Liberty Wealth Management LLC Treasury