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 85055.87 Day 55 8941.48 91-180 Days E-1 8645.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8734.24 Day 55 1116.56 30-90 Days E-2 132.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112094.94 Day 55 7429.37 30-90 Days G-1 11191.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20550.78 Day 55 729.37 <30 Days G-2 2939.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71600.21 Day 55 4082.01 91-180 Days G-3 1917.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23927.96 Day 55 2282.50 <30 Days IG-1 3308.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13942.72 Day 55 281.94 91-180 Days IG-2 88.26 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12653.74 Day 55 1016.26 30-90 Days S-1 2045.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28286.09 Day 55 700.08 <30 Days S-2 4296.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78981.80 Day 55 2288.64 91-180 Days S-3 12327.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65674.10 Day 55 23.73 <30 Days S-4 11224.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42912.57 Day 55 4207.31 30-90 Days S-5 8060.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26537.91 Day 55 2446.92 30-90 Days S-6 5201.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11158.79 Day 55 1146.32 30-90 Days S-7 613.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93527.96 Day 56 1928.11 30-90 Days A-0-Q 15711.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105149.88 Day 56 8718.86 <30 Days A-1-Q 2007.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18122.95 Day 56 1582.35 91-180 Days A-2-Q 3112.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100236.33 Day 56 3024.55 91-180 Days A-3-Q 4246.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14883.69 Day 56 1691.82 30-90 Days A-4-Q 2175.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23021.30 Day 56 3334.95 91-180 Days A-5-Q 3074.70 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82434.49 Day 56 2100.40 Open CB-1-Q 14403.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 56338.19 Day 56 4868.56 <30 Days CB-2-Q 2652.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55241.25 Day 56 249.57 <30 Days S-1-Q 5381.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 73797.61 Day 56 10544.59 Open S-2-Q 3033.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11548.94 Day 56 487.82 91-180 Days S-3-Q 914.42 Yes Liberty Mortgage Services Corp. Risk Management