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 62438.54 Day 56 9259.77 30-90 Days P-2 7377.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50295.84 Day 56 4732.60 30-90 Days S-8 58.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21069.29 Day 56 2507.33 30-90 Days Y-1 431.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24111.46 Day 56 6.37 Open Y-2 1186.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11059.80 Day 56 1057.23 Open Y-3 1078.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52127.91 Day 56 685.32 <30 Days Y-4 2964.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13792.29 Day 56 1176.32 <30 Days Z-1 683.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 44485.10 Day 56 1000.20 30-90 Days A-2 5887.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99395.38 Day 56 14613.82 Open A-3 16910.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 83320.70 Day 56 11051.79 <30 Days A-4 4990.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9600.14 Day 56 859.88 30-90 Days A-5 43.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43111.47 Day 56 1070.07 91-180 Days CB-1 8552.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63747.78 Day 56 5740.06 30-90 Days CB-2 8272.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24385.81 Day 56 1562.44 <30 Days CB-3 208.41 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31168.53 Day 56 3979.25 <30 Days E-1 3045.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72462.13 Day 56 3051.71 Open E-2 14404.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85202.78 Day 56 78.40 91-180 Days G-1 5004.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80027.92 Day 56 6579.47 <30 Days G-2 7392.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66530.57 Day 56 8300.50 Open G-3 2102.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37491.03 Day 56 3330.10 <30 Days IG-1 308.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50463.25 Day 56 5320.17 91-180 Days IG-2 7092.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26689.97 Day 56 1023.95 <30 Days S-1 439.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67792.88 Day 56 8568.28 <30 Days S-2 7277.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94097.21 Day 56 10312.13 91-180 Days S-3 1451.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43450.93 Day 56 5366.84 91-180 Days S-4 5745.04 No Risk Management