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 6804.00 Day 54 188.91 <30 Days G-2-Q 1345.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91574.95 Day 54 10330.86 <30 Days G-3-Q 4672.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39703.56 Day 54 2981.38 91-180 Days S-5-Q 3376.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66120.49 Day 54 2819.82 30-90 Days S-6-Q 4610.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11209.40 Day 54 174.76 <30 Days S-7-Q 1355.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25976.25 Day 54 2039.10 91-180 Days E-1-Q 4198.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86505.59 Day 54 1428.78 Open E-2-Q 2250.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29927.45 Day 54 2243.88 Open IG-1-Q 1908.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67849.21 Day 54 2767.84 30-90 Days IG-2-Q 12134.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94764.13 Day 54 9162.79 30-90 Days C-1 12617.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 12898.91 Day 54 1662.64 Open CB-4 1070.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 41668.97 Day 54 2803.90 30-90 Days E-10 3093.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111177.16 Day 54 14865.29 91-180 Days E-3 15064.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6264.82 Day 54 461.04 Open E-4 491.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56755.76 Day 54 5502.94 30-90 Days E-5 4200.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64307.97 Day 54 3541.84 30-90 Days E-6 8718.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54547.17 Day 54 21.06 91-180 Days E-7 2489.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12022.05 Day 54 621.72 Open E-8 224.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33324.43 Day 54 4685.92 Open E-9 906.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10806.86 Day 54 788.29 91-180 Days G-4 1684.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37700.79 Day 54 4378.81 Open IG-3 7199.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7822.16 Day 54 888.00 Open IG-4 979.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26157.16 Day 54 2122.16 30-90 Days IG-5 4886.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61546.39 Day 54 3181.35 30-90 Days IG-6 1358.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34934.04 Day 54 5119.39 30-90 Days IG-7 3746.41 No Risk Management