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 Non-Financial Corporate Yes 62059.71 121 - 150 Days 9198.44 30-90 Days A-2 10118.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 108225.28 121 - 150 Days 457.30 30-90 Days A-3 9650.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 22606.60 121 - 150 Days 2390.36 <30 Days A-4 2634.45 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 33246.08 121 - 150 Days 1556.10 91-180 Days A-5 3918.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 46510.43 121 - 150 Days 6350.45 30-90 Days CB-1 6516.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 5079.29 121 - 150 Days 726.60 30-90 Days CB-2 717.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 74419.23 121 - 150 Days 2176.55 Open CB-3 13622.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74465.87 121 - 150 Days 3538.98 <30 Days E-1 814.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 112601.28 121 - 150 Days 9089.51 Open E-2 13400.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111573.78 121 - 150 Days 5165.44 <30 Days G-1 623.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 47174.76 121 - 150 Days 6840.46 <30 Days G-2 2390.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 55749.61 121 - 150 Days 6524.75 30-90 Days G-3 4646.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 86505.62 121 - 150 Days 3109.11 <30 Days IG-1 12437.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 44959.18 121 - 150 Days 6416.26 Open IG-2 6114.61 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35555.35 121 - 150 Days 1573.79 30-90 Days S-1 4855.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 86456.20 121 - 150 Days 5210.64 <30 Days S-2 6431.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30758.08 121 - 150 Days 3008.79 30-90 Days S-3 1478.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52692.47 121 - 150 Days 6557.56 91-180 Days S-4 4471.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 11849.97 121 - 150 Days 1523.75 Open S-5 65.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18242.64 121 - 150 Days 1861.68 30-90 Days S-6 3176.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56443.19 121 - 150 Days 647.91 30-90 Days S-7 6550.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 79251.76 151 - 179 Days 1818.54 30-90 Days A-0-Q 14349.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 85463.96 151 - 179 Days 12652.60 30-90 Days A-1-Q 10786.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 28984.22 151 - 179 Days 2004.35 Open A-2-Q 1726.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 85128.73 151 - 179 Days 7738.47 30-90 Days A-3-Q 10529.84 No Finance