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 44281.33 75 - 82 Days 2556.89 30-90 Days S-4 7851.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38510.39 75 - 82 Days 5304.09 91-180 Days S-5 2654.65 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 32134.38 75 - 82 Days 501.39 30-90 Days S-6 2878.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111148.98 75 - 82 Days 2617.19 <30 Days S-7 20500.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 73582.94 83 - 90 Days 5812.80 <30 Days A-0-Q 13661.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 24294.93 83 - 90 Days 3327.20 <30 Days A-1-Q 1864.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 8514.14 83 - 90 Days 961.15 30-90 Days A-2-Q 1595.83 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 38801.18 83 - 90 Days 3854.69 <30 Days A-3-Q 2653.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 66272.15 83 - 90 Days 2705.37 <30 Days A-4-Q 5810.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 68364.42 83 - 90 Days 332.22 30-90 Days A-5-Q 10065.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 48309.12 83 - 90 Days 477.11 Open CB-1-Q 4424.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 84150.03 83 - 90 Days 8252.05 30-90 Days CB-2-Q 9744.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 60993.81 83 - 90 Days 2228.42 <30 Days S-1-Q 8282.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 60622.02 83 - 90 Days 1040.02 91-180 Days S-2-Q 5454.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97383.86 83 - 90 Days 2.48 30-90 Days S-3-Q 11497.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43745.88 83 - 90 Days 1554.91 30-90 Days S-4-Q 8440.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 46783.17 83 - 90 Days 4836.92 Open CB-3-Q 7949.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 40852.95 83 - 90 Days 6017.05 Open G-1-Q 1624.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34764.31 83 - 90 Days 1809.83 30-90 Days G-2-Q 6474.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56553.81 83 - 90 Days 1166.13 Open G-3-Q 5296.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 109645.59 83 - 90 Days 10518.76 Open S-5-Q 21874.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21006.96 83 - 90 Days 970.36 <30 Days S-6-Q 1068.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 81738.19 83 - 90 Days 4425.81 <30 Days S-7-Q 6160.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108243.33 83 - 90 Days 15316.59 Open E-1-Q 18732.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34745.81 83 - 90 Days 1755.70 91-180 Days E-2-Q 5563.65 No Operations