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 102348.85 Day 37 976.31 30-90 Days LC-2 7909.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16051.76 Day 37 657.16 <30 Days N-1 2758.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49536.47 Day 37 2796.95 30-90 Days N-2 3225.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24513.92 Day 37 3122.84 30-90 Days N-3 2733.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102770.77 Day 37 756.54 <30 Days N-4 9300.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76662.29 Day 37 9759.50 30-90 Days N-5 8156.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41214.62 Day 37 4562.08 30-90 Days N-6 3024.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50809.38 Day 37 1627.88 30-90 Days N-7 3284.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105848.20 Day 37 9561.51 Open P-1 15561.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62905.42 Day 37 1154.13 30-90 Days P-2 7856.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21090.43 Day 37 469.56 30-90 Days S-8 2990.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31808.39 Day 37 493.91 91-180 Days Y-1 6297.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24971.49 Day 37 1074.32 91-180 Days Y-2 1085.93 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43010.55 Day 37 39.82 <30 Days Y-3 7224.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47755.32 Day 37 3945.12 30-90 Days Y-4 7862.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76876.19 Day 37 7113.85 <30 Days Z-1 6367.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90074.26 Day 37 7722.73 Open A-2 2943.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89334.05 Day 37 2094.47 30-90 Days A-3 5015.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62573.56 Day 37 3769.58 <30 Days A-4 1969.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76180.03 Day 37 6746.65 91-180 Days A-5 12962.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97226.47 Day 37 1222.55 30-90 Days CB-1 13698.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103111.54 Day 37 6778.09 <30 Days CB-2 11427.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61863.88 Day 37 1669.93 91-180 Days CB-3 2999.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34646.62 Day 37 4492.58 30-90 Days E-1 5025.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89723.09 Day 37 5532.59 <30 Days E-2 3778.86 No Risk Management