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 Yes 77779.63 Day 49 1906.71 30-90 Days S-3 1384.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2980.09 Day 49 260.63 <30 Days S-4 544.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72026.41 Day 49 438.75 <30 Days S-5 11127.17 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58665.09 Day 49 5515.39 30-90 Days S-6 2781.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29099.31 Day 49 1271.58 30-90 Days S-7 2881.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13141.61 Day 50 734.09 Open A-0-Q 2270.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108396.54 Day 50 6944.24 30-90 Days A-1-Q 10282.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109819.20 Day 50 10206.29 91-180 Days A-2-Q 2971.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4762.15 Day 50 347.61 Open A-3-Q 654.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92639.84 Day 50 1876.33 Open A-4-Q 7352.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5978.27 Day 50 374.61 <30 Days A-5-Q 212.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92773.20 Day 50 5470.23 Open CB-1-Q 79.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43385.53 Day 50 6452.55 Open CB-2-Q 5225.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82147.37 Day 50 1344.31 Open S-1-Q 2080.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20916.50 Day 50 2816.02 30-90 Days S-2-Q 1115.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8582.16 Day 50 298.48 91-180 Days S-3-Q 1298.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6388.17 Day 50 856.94 Open S-4-Q 705.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69587.53 Day 50 3077.28 <30 Days CB-3-Q 4765.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88833.47 Day 50 2784.30 91-180 Days G-1-Q 17419.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26211.47 Day 50 2318.61 91-180 Days G-2-Q 2101.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2685.49 Day 50 75.16 <30 Days G-3-Q 369.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55478.29 Day 50 5414.44 30-90 Days S-5-Q 6662.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68346.36 Day 50 8241.54 91-180 Days S-6-Q 5331.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111328.98 Day 50 8547.84 <30 Days S-7-Q 15546.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80982.30 Day 50 10967.97 <30 Days E-1-Q 11665.67 No Finance