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 Retail Yes 24172.30 Day 29 3614.84 91-180 Days G-2-Q 2880.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51042.58 Day 29 7608.05 30-90 Days G-3-Q 10106.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112473.22 Day 29 16812.75 30-90 Days S-5-Q 10684.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7888.77 Day 29 371.30 <30 Days S-6-Q 976.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1963.67 Day 29 42.87 Open S-7-Q 52.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46148.52 Day 29 1346.00 <30 Days E-1-Q 7100.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15481.33 Day 29 24.38 91-180 Days E-2-Q 1894.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33509.65 Day 29 937.00 Open IG-1-Q 3169.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94132.06 Day 29 12397.35 <30 Days IG-2-Q 14388.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1109.77 Day 29 61.78 Open C-1 207.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58329.36 Day 29 1832.12 Open CB-4 762.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61771.42 Day 29 7009.56 30-90 Days E-10 8923.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68329.10 Day 29 7233.73 30-90 Days E-3 3909.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 85221.86 Day 29 9084.18 Open E-4 4068.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92867.71 Day 29 910.14 <30 Days E-5 4990.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78091.01 Day 29 7144.63 Open E-6 6400.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75380.70 Day 29 216.72 <30 Days E-7 4752.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55595.51 Day 29 2430.84 30-90 Days E-8 3019.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102560.36 Day 29 13335.69 Open E-9 19136.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19876.20 Day 29 2435.65 91-180 Days G-4 2923.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7509.76 Day 29 655.98 Open IG-3 576.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67664.06 Day 29 5003.04 91-180 Days IG-4 1360.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100195.53 Day 29 8406.52 30-90 Days IG-5 11384.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94879.42 Day 29 200.24 30-90 Days IG-6 3338.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30813.26 Day 29 2888.16 30-90 Days IG-7 977.72 No Risk Management