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 42094.52 Day 55 2943.61 <30 Days A-0-Q 5156.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94535.47 Day 55 13712.37 <30 Days A-1-Q 2185.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80895.90 Day 55 9816.40 <30 Days A-2-Q 10978.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40677.11 Day 55 2504.11 91-180 Days A-3-Q 282.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4357.38 Day 55 334.15 Open A-4-Q 9.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9002.96 Day 55 484.83 91-180 Days A-5-Q 316.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60755.34 Day 55 7336.93 91-180 Days CB-1-Q 6682.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62364.84 Day 55 3240.21 91-180 Days CB-2-Q 6148.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43172.86 Day 55 5180.80 30-90 Days S-1-Q 5738.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80542.20 Day 55 4497.10 Open S-2-Q 1548.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36294.34 Day 55 5011.17 Open S-3-Q 1858.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 21781.67 Day 55 912.82 Open S-4-Q 1591.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43817.04 Day 55 3274.44 30-90 Days CB-3-Q 8586.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110190.52 Day 55 7794.70 91-180 Days G-1-Q 1083.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35975.06 Day 55 1069.35 <30 Days G-2-Q 845.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90196.99 Day 55 5755.78 91-180 Days G-3-Q 6826.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45503.00 Day 55 955.82 30-90 Days S-5-Q 8160.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54225.69 Day 55 2029.66 91-180 Days S-6-Q 794.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76601.67 Day 55 4690.18 <30 Days S-7-Q 7169.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85379.69 Day 55 4663.72 <30 Days E-1-Q 8402.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110386.01 Day 55 6565.34 30-90 Days E-2-Q 3178.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2635.46 Day 55 97.07 91-180 Days IG-1-Q 219.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2123.15 Day 55 5.47 91-180 Days IG-2-Q 255.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91955.75 Day 55 10873.97 Open C-1 8315.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39754.66 Day 55 1716.89 91-180 Days CB-4 6192.59 Yes Liberty Wealth Management LLC Operations