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 59503.66 Day 58 8348.58 Open N-6 546.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8594.20 Day 58 508.66 <30 Days N-7 1641.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87986.85 Day 58 10550.75 Open P-1 15558.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82832.96 Day 58 6118.89 <30 Days P-2 2514.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33760.33 Day 58 2075.60 Open S-8 6121.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4344.39 Day 58 452.11 <30 Days Y-1 106.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75305.04 Day 58 5639.09 30-90 Days Y-2 4451.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52099.82 Day 58 2736.41 Open Y-3 5896.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106145.12 Day 58 5657.34 <30 Days Y-4 9913.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108262.69 Day 58 15468.97 30-90 Days Z-1 13594.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95871.73 Day 58 4293.77 30-90 Days A-2 2522.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84369.81 Day 58 11971.68 91-180 Days A-3 6512.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110375.18 Day 58 3116.76 Open A-4 8619.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40862.99 Day 58 2260.92 91-180 Days A-5 6520.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72392.09 Day 58 8159.14 91-180 Days CB-1 8331.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29478.24 Day 58 2703.31 30-90 Days CB-2 5868.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86870.57 Day 58 2465.33 <30 Days CB-3 16187.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112115.14 Day 58 1900.64 Open E-1 4526.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 65254.34 Day 58 6738.94 30-90 Days E-2 7415.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42395.00 Day 58 5131.91 <30 Days G-1 8298.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6582.07 Day 58 433.89 30-90 Days G-2 1258.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54247.62 Day 58 1568.80 <30 Days G-3 10267.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69018.20 Day 58 8896.30 30-90 Days IG-1 954.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88412.37 Day 58 12816.73 30-90 Days IG-2 2723.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30641.73 Day 58 161.41 30-90 Days S-1 1879.89 Yes Liberty International Finance Ltd. Treasury