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 33098.88 Day 58 4348.08 <30 Days S-2 2825.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107083.83 Day 58 11421.27 91-180 Days S-3 18781.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36845.67 Day 58 3983.78 91-180 Days S-4 6562.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101849.47 Day 58 6873.95 Open S-5 10783.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27882.25 Day 58 3848.43 30-90 Days S-6 4016.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33763.39 Day 58 2956.89 30-90 Days S-7 4279.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110633.43 Day 59 4842.50 91-180 Days A-0-Q 13574.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86101.76 Day 59 11495.23 30-90 Days A-1-Q 3699.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59103.30 Day 59 1414.36 30-90 Days A-2-Q 1892.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60464.83 Day 59 3149.45 <30 Days A-3-Q 1006.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53006.12 Day 59 1579.68 30-90 Days A-4-Q 7971.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108004.08 Day 59 11832.51 Open A-5-Q 6044.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17818.51 Day 59 2533.75 91-180 Days CB-1-Q 1287.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89619.37 Day 59 4580.27 91-180 Days CB-2-Q 7315.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72901.79 Day 59 7417.12 <30 Days S-1-Q 9061.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93351.85 Day 59 1607.80 <30 Days S-2-Q 6913.29 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22742.43 Day 59 2094.38 30-90 Days S-3-Q 4060.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81519.75 Day 59 7627.91 Open S-4-Q 9187.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69719.23 Day 59 979.56 91-180 Days CB-3-Q 12497.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19828.75 Day 59 2193.97 Open G-1-Q 3147.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40503.14 Day 59 273.20 Open G-2-Q 7207.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70640.74 Day 59 776.17 <30 Days G-3-Q 12750.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112691.32 Day 59 11088.39 30-90 Days S-5-Q 5606.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32922.89 Day 59 84.01 <30 Days S-6-Q 60.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31986.37 Day 59 4490.29 <30 Days S-7-Q 1996.56 Yes Liberty Mortgage Services Corp. Finance