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 14238.64 61 - 67 Days 1183.50 30-90 Days S-7 2650.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 104934.41 68 - 74 Days 8941.97 91-180 Days A-0-Q 14568.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 22887.41 68 - 74 Days 2619.48 <30 Days A-1-Q 916.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 73313.32 68 - 74 Days 10156.46 Open A-2-Q 3992.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 94753.20 68 - 74 Days 6960.32 91-180 Days A-3-Q 12670.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77586.18 68 - 74 Days 6443.17 <30 Days A-4-Q 5084.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 64526.76 68 - 74 Days 2136.10 <30 Days A-5-Q 3753.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 84597.73 68 - 74 Days 281.77 91-180 Days CB-1-Q 1529.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 112924.63 68 - 74 Days 9450.96 91-180 Days CB-2-Q 10610.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 100671.68 68 - 74 Days 6646.34 <30 Days S-1-Q 3169.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 52595.50 68 - 74 Days 630.84 30-90 Days S-2-Q 1555.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 25603.24 68 - 74 Days 1844.66 30-90 Days S-3-Q 1162.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96991.83 68 - 74 Days 9256.89 Open S-4-Q 18738.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 4874.00 68 - 74 Days 638.24 <30 Days CB-3-Q 776.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50093.03 68 - 74 Days 4026.28 <30 Days G-1-Q 7250.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 62709.82 68 - 74 Days 1488.97 30-90 Days G-2-Q 12215.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 73263.74 68 - 74 Days 2581.96 <30 Days G-3-Q 12191.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 90763.40 68 - 74 Days 8949.43 30-90 Days S-5-Q 17894.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41243.78 68 - 74 Days 2293.90 30-90 Days S-6-Q 7656.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 32909.36 68 - 74 Days 1814.55 <30 Days S-7-Q 2031.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 28261.44 68 - 74 Days 3976.25 30-90 Days E-1-Q 2734.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52030.15 68 - 74 Days 3413.01 <30 Days E-2-Q 8568.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 107562.72 68 - 74 Days 9092.96 <30 Days IG-1-Q 18334.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 14540.61 68 - 74 Days 1490.16 91-180 Days IG-2-Q 2141.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 35188.55 68 - 74 Days 885.75 <30 Days C-1 305.19 Yes Liberty Mortgage Services Corp. Finance