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 57359.18 68 - 74 Days 894.94 <30 Days A-2-Q 7939.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36924.57 68 - 74 Days 1811.09 30-90 Days A-3-Q 3912.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 15334.41 68 - 74 Days 573.50 91-180 Days A-4-Q 1523.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31807.65 68 - 74 Days 282.00 91-180 Days A-5-Q 4783.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25960.94 68 - 74 Days 1603.72 Open CB-1-Q 1388.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35683.97 68 - 74 Days 1044.43 30-90 Days CB-2-Q 401.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20097.08 68 - 74 Days 563.03 Open S-1-Q 1600.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26629.78 68 - 74 Days 3235.09 Open S-2-Q 3696.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107130.41 68 - 74 Days 2252.32 <30 Days S-3-Q 12145.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51846.79 68 - 74 Days 7050.13 30-90 Days S-4-Q 537.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77439.96 68 - 74 Days 11261.45 Open CB-3-Q 126.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42478.79 68 - 74 Days 5317.78 91-180 Days G-1-Q 945.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46772.66 68 - 74 Days 1568.07 <30 Days G-2-Q 9106.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31764.81 68 - 74 Days 3778.87 30-90 Days G-3-Q 1949.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103179.37 68 - 74 Days 4405.54 Open S-5-Q 12006.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46162.47 68 - 74 Days 2183.85 30-90 Days S-6-Q 3104.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81577.97 68 - 74 Days 8309.33 Open S-7-Q 10476.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82589.80 68 - 74 Days 7972.68 30-90 Days E-1-Q 10587.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28006.71 68 - 74 Days 1184.69 Open E-2-Q 2803.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2814.19 68 - 74 Days 137.20 91-180 Days IG-1-Q 118.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51244.68 68 - 74 Days 4116.33 91-180 Days IG-2-Q 8362.30 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54595.81 68 - 74 Days 7186.55 30-90 Days C-1 7721.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101992.73 68 - 74 Days 1522.65 91-180 Days CB-4 17005.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105376.22 68 - 74 Days 11407.20 <30 Days E-10 17092.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105059.78 68 - 74 Days 15359.13 91-180 Days E-3 19529.98 Yes Liberty Mortgage Services Corp. Risk Management