Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 Non-Financial Corporate Yes 98155.69 Day 12 3232.26 Open L-8 10420.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 8091.25 Day 12 1036.80 30-90 Days L-9 72.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2838.94 Day 12 191.14 <30 Days LC-1 51.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 30016.51 Day 12 836.77 91-180 Days LC-2 2762.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 106548.64 Day 12 5826.85 <30 Days N-1 2143.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 104970.23 Day 12 15672.07 91-180 Days N-2 19746.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 32583.39 Day 12 1574.20 Open N-3 5336.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 19507.46 Day 12 1485.11 <30 Days N-4 2293.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 72559.41 Day 12 10795.69 Open N-5 9457.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 636.79 Day 12 52.78 30-90 Days N-6 17.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 560.91 Day 12 26.10 91-180 Days N-7 69.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52263.03 Day 12 225.71 <30 Days P-1 2856.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21452.44 Day 12 1161.03 30-90 Days P-2 4192.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 40645.77 Day 12 4183.22 <30 Days S-8 1132.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99279.38 Day 12 8524.51 Open Y-1 13031.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30264.63 Day 12 4117.74 91-180 Days Y-2 5878.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77137.95 Day 12 10244.78 Open Y-3 6892.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 40582.44 Day 12 2556.78 91-180 Days Y-4 6448.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 109500.25 Day 12 15717.65 30-90 Days Z-1 7665.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 64379.74 Day 12 7458.23 30-90 Days A-2 2056.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56164.87 Day 12 7245.55 30-90 Days A-3 476.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 95948.30 Day 12 3719.69 91-180 Days A-4 4007.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 108984.85 Day 12 321.96 Open A-5 10455.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 73095.66 Day 12 5173.41 30-90 Days CB-1 12466.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63880.74 Day 12 9453.43 30-90 Days CB-2 4949.22 Yes Liberty Capital Markets Inc. Finance