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 No 42585.52 >2 Yr <= 3 Yr 5942.76 Open C-1 5333.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 94142.49 >2 Yr <= 3 Yr 10285.55 91-180 Days CB-4 3916.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 62012.78 >2 Yr <= 3 Yr 6758.45 30-90 Days E-10 276.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 84218.67 >2 Yr <= 3 Yr 2275.16 <30 Days E-3 4242.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 17126.63 >2 Yr <= 3 Yr 1345.63 30-90 Days E-4 3225.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88579.38 >2 Yr <= 3 Yr 1997.53 <30 Days E-5 5259.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71048.56 >2 Yr <= 3 Yr 7432.88 <30 Days E-6 9591.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 110810.21 >2 Yr <= 3 Yr 12760.56 91-180 Days E-7 10620.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 57310.80 >2 Yr <= 3 Yr 1625.94 Open E-8 993.43 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 5919.01 >2 Yr <= 3 Yr 550.48 <30 Days E-9 557.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 3383.55 >2 Yr <= 3 Yr 70.50 30-90 Days G-4 588.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59028.35 >2 Yr <= 3 Yr 5538.43 <30 Days IG-3 1108.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 787.04 >2 Yr <= 3 Yr 18.72 <30 Days IG-4 76.46 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 106854.52 >2 Yr <= 3 Yr 5761.31 Open IG-5 11949.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 73299.82 >2 Yr <= 3 Yr 9567.33 30-90 Days IG-6 14475.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43721.19 >2 Yr <= 3 Yr 1247.06 <30 Days IG-7 2928.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 44155.72 >2 Yr <= 3 Yr 1257.61 30-90 Days IG-8 2920.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52004.92 >2 Yr <= 3 Yr 5414.96 30-90 Days L-1 4838.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 104438.71 >2 Yr <= 3 Yr 13172.88 30-90 Days L-10 11567.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91477.15 >2 Yr <= 3 Yr 9728.05 30-90 Days L-11 3964.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 36647.81 >2 Yr <= 3 Yr 814.06 91-180 Days L-2 1455.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61001.63 >2 Yr <= 3 Yr 5306.94 Open L-3 8637.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59726.99 >2 Yr <= 3 Yr 4515.68 Open L-4 11865.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 58069.85 >2 Yr <= 3 Yr 1602.09 91-180 Days L-5 8444.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 15174.52 >2 Yr <= 3 Yr 2105.84 91-180 Days L-6 255.12 Yes Liberty International Finance Ltd. Finance