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 13621.88 91 - 120 Days 161.55 Open S-1 1204.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 112180.22 91 - 120 Days 14977.60 <30 Days S-2 3988.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 107919.86 91 - 120 Days 5501.91 Open S-3 15128.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 69875.42 91 - 120 Days 9776.42 91-180 Days S-4 4258.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61600.95 91 - 120 Days 4809.80 Open S-5 7248.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 60216.02 91 - 120 Days 5430.43 Open S-6 2389.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 8230.85 91 - 120 Days 731.55 <30 Days S-7 183.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 71446.71 121 - 150 Days 7137.11 <30 Days A-0-Q 4597.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 58199.84 121 - 150 Days 5953.40 <30 Days A-1-Q 8973.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52177.19 121 - 150 Days 1805.41 Open A-2-Q 7316.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 84684.14 121 - 150 Days 10951.90 91-180 Days A-3-Q 440.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 48526.77 121 - 150 Days 6130.97 91-180 Days A-4-Q 5908.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 102062.48 121 - 150 Days 9591.72 Open A-5-Q 14263.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 58409.92 121 - 150 Days 449.46 91-180 Days CB-1-Q 7786.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43215.94 121 - 150 Days 2758.07 <30 Days CB-2-Q 4273.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34219.29 121 - 150 Days 3734.22 <30 Days S-1-Q 1358.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56806.05 121 - 150 Days 6280.17 30-90 Days S-2-Q 505.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41823.18 121 - 150 Days 2038.99 91-180 Days S-3-Q 7805.90 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 3030.95 121 - 150 Days 186.75 Open S-4-Q 565.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 1231.78 121 - 150 Days 102.52 30-90 Days CB-3-Q 19.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 25017.40 121 - 150 Days 801.07 91-180 Days G-1-Q 4114.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 16716.15 121 - 150 Days 1701.64 <30 Days G-2-Q 3021.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 50779.83 121 - 150 Days 103.86 30-90 Days G-3-Q 3363.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 100641.70 121 - 150 Days 8750.72 Open S-5-Q 1890.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 67331.81 121 - 150 Days 3974.38 91-180 Days S-6-Q 7645.16 Yes Liberty Mortgage Services Corp. Treasury