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 Retail No 54527.47 Day 35 3730.23 <30 Days A-5-Q 6186.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87843.14 Day 35 11590.97 <30 Days CB-1-Q 7600.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30785.63 Day 35 1553.94 91-180 Days CB-2-Q 3475.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24261.21 Day 35 658.15 Open S-1-Q 4134.32 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73136.47 Day 35 10085.02 30-90 Days S-2-Q 3864.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51330.84 Day 35 3042.38 <30 Days S-3-Q 1451.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20871.59 Day 35 362.38 91-180 Days S-4-Q 3059.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33414.99 Day 35 3107.90 91-180 Days CB-3-Q 3285.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17196.15 Day 35 885.63 <30 Days G-1-Q 986.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10342.07 Day 35 1152.72 91-180 Days G-2-Q 1078.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54087.21 Day 35 3337.25 Open G-3-Q 9952.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32217.84 Day 35 2135.45 30-90 Days S-5-Q 3884.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18884.99 Day 35 1416.51 30-90 Days S-6-Q 1541.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12481.99 Day 35 1018.24 <30 Days S-7-Q 80.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34929.37 Day 35 803.00 91-180 Days E-1-Q 745.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26931.71 Day 35 3340.99 Open E-2-Q 3897.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74422.27 Day 35 9525.62 30-90 Days IG-1-Q 9726.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20049.55 Day 35 1804.91 <30 Days IG-2-Q 3387.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71717.85 Day 35 3456.67 Open C-1 1387.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91229.23 Day 35 1100.99 Open CB-4 3210.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80520.24 Day 35 3727.77 91-180 Days E-10 8946.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40243.58 Day 35 2987.54 30-90 Days E-3 5981.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2321.81 Day 35 28.37 <30 Days E-4 266.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9655.28 Day 35 249.85 30-90 Days E-5 1283.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89158.26 Day 35 2037.00 30-90 Days E-6 4950.04 Yes Liberty International Finance Ltd. Risk Management