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 54543.57 >3 Yr <= 4 Yr 5667.93 <30 Days S-2-Q 7257.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 109077.54 >3 Yr <= 4 Yr 12501.14 30-90 Days S-3-Q 3702.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 397.68 >3 Yr <= 4 Yr 48.34 30-90 Days S-4-Q 22.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 58416.08 >3 Yr <= 4 Yr 5050.62 Open CB-3-Q 4787.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 100404.08 >3 Yr <= 4 Yr 13744.89 30-90 Days G-1-Q 9089.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 39032.86 >3 Yr <= 4 Yr 5767.11 <30 Days G-2-Q 7279.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 44048.65 >3 Yr <= 4 Yr 938.75 <30 Days G-3-Q 1339.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 43547.20 >3 Yr <= 4 Yr 1981.06 91-180 Days S-5-Q 4632.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 64034.63 >3 Yr <= 4 Yr 6032.21 <30 Days S-6-Q 5646.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 31910.16 >3 Yr <= 4 Yr 610.54 30-90 Days S-7-Q 2030.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12034.64 >3 Yr <= 4 Yr 1298.08 91-180 Days E-1-Q 85.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 25977.06 >3 Yr <= 4 Yr 3262.70 Open E-2-Q 542.29 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30472.40 >3 Yr <= 4 Yr 1635.69 Open IG-1-Q 4318.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 61389.02 >3 Yr <= 4 Yr 8783.25 <30 Days IG-2-Q 5735.95 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 6285.31 >3 Yr <= 4 Yr 687.28 Open C-1 1093.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9713.70 >3 Yr <= 4 Yr 172.84 30-90 Days CB-4 1896.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 63289.18 >3 Yr <= 4 Yr 6216.55 Open E-10 5878.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33956.00 >3 Yr <= 4 Yr 3718.98 30-90 Days E-3 3971.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 29587.46 >3 Yr <= 4 Yr 2823.14 Open E-4 1831.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 79187.08 >3 Yr <= 4 Yr 8478.83 Open E-5 8684.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 69002.89 >3 Yr <= 4 Yr 168.37 30-90 Days E-6 13202.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 2838.93 >3 Yr <= 4 Yr 288.97 30-90 Days E-7 64.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 14023.40 >3 Yr <= 4 Yr 366.99 <30 Days E-8 820.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 41497.66 >3 Yr <= 4 Yr 1157.95 30-90 Days E-9 711.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 52892.48 >3 Yr <= 4 Yr 4672.98 91-180 Days G-4 7118.14 No Risk Management