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 Small Business No 10121.56 Perpetual 94.92 91-180 Days N-4 778.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 83321.32 Perpetual 1722.61 Open N-5 6012.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 97323.37 Perpetual 9767.37 91-180 Days N-6 9679.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 8353.76 Perpetual 1229.50 Open N-7 1246.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 95359.19 Perpetual 14245.87 <30 Days P-1 13730.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 19569.43 Perpetual 305.43 30-90 Days P-2 2338.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 29516.41 Perpetual 961.52 Open S-8 2064.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 8208.52 Perpetual 194.69 <30 Days Y-1 1201.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 94663.72 Perpetual 161.62 30-90 Days Y-2 12120.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 102010.84 Perpetual 524.22 Open Y-3 9508.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 103821.50 Perpetual 12170.51 Open Y-4 16104.60 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 64614.86 Perpetual 4004.59 <30 Days Z-1 3223.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 14334.22 Perpetual 365.06 Open A-2 1909.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 5062.72 Perpetual 316.84 30-90 Days A-3 959.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 113255.02 Perpetual 7289.71 Open A-4 3056.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 39825.98 Perpetual 11.74 Open A-5 365.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 43837.04 Perpetual 1849.29 <30 Days CB-1 4279.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 77714.06 Perpetual 1742.45 91-180 Days CB-2 12943.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 41207.14 Perpetual 3828.20 30-90 Days CB-3 6334.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 13368.69 Perpetual 365.39 30-90 Days E-1 1890.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 15869.46 Perpetual 781.44 <30 Days E-2 376.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 62134.32 Perpetual 2792.02 Open G-1 6430.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 113058.52 Perpetual 16033.71 91-180 Days G-2 22555.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 65637.16 Perpetual 1531.23 30-90 Days G-3 2869.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 56347.29 Perpetual 7057.28 30-90 Days IG-1 4464.09 Yes Liberty International Finance Ltd. Legal