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 No 94751.79 75 - 82 Days 9297.64 Open IG-7 11726.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16644.15 75 - 82 Days 130.27 30-90 Days IG-8 2812.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37820.70 75 - 82 Days 3161.64 <30 Days L-1 5447.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86473.32 75 - 82 Days 8895.73 91-180 Days L-10 4018.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25456.66 75 - 82 Days 2811.98 Open L-11 4351.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42770.72 75 - 82 Days 2315.38 30-90 Days L-2 7912.68 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68116.66 75 - 82 Days 7499.72 Open L-3 13460.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13075.12 75 - 82 Days 1758.57 30-90 Days L-4 127.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43909.29 75 - 82 Days 6081.46 Open L-5 1705.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55910.69 75 - 82 Days 1194.44 91-180 Days L-6 10066.61 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109006.74 75 - 82 Days 7287.85 <30 Days L-7 11897.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81852.28 75 - 82 Days 7568.78 30-90 Days L-8 4126.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67004.31 75 - 82 Days 3089.96 30-90 Days L-9 9332.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71746.84 75 - 82 Days 8681.24 30-90 Days LC-1 13737.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37711.21 75 - 82 Days 3017.20 Open LC-2 6300.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63509.78 75 - 82 Days 9479.28 30-90 Days N-1 1145.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62123.23 75 - 82 Days 2965.76 30-90 Days N-2 1562.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26111.26 75 - 82 Days 2318.71 91-180 Days N-3 4306.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113488.37 75 - 82 Days 880.04 Open N-4 14256.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82838.09 75 - 82 Days 2630.68 91-180 Days N-5 15613.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79579.03 75 - 82 Days 8739.76 91-180 Days N-6 12154.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2927.88 75 - 82 Days 405.10 Open N-7 278.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27145.08 75 - 82 Days 1590.01 30-90 Days P-1 121.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15933.39 75 - 82 Days 1190.49 Open P-2 3141.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46556.94 75 - 82 Days 3293.46 Open S-8 633.20 No Treasury