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 110050.06 91 - 120 Days 9525.24 <30 Days P-1 2646.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17015.74 91 - 120 Days 1171.49 91-180 Days P-2 3136.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50477.51 91 - 120 Days 2213.18 30-90 Days S-8 6321.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50594.52 91 - 120 Days 1182.15 91-180 Days Y-1 1775.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37045.41 91 - 120 Days 4849.61 30-90 Days Y-2 6081.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 75164.43 91 - 120 Days 2161.13 30-90 Days Y-3 8378.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 16752.73 91 - 120 Days 1419.08 30-90 Days Y-4 11.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 8030.24 91 - 120 Days 509.69 Open Z-1 1419.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77154.24 91 - 120 Days 7811.76 91-180 Days A-2 2251.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22070.23 91 - 120 Days 2035.73 91-180 Days A-3 2468.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 96755.28 91 - 120 Days 5679.10 <30 Days A-4 14597.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40038.95 91 - 120 Days 3576.27 Open A-5 3983.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67220.24 91 - 120 Days 5994.42 30-90 Days CB-1 9339.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59690.36 91 - 120 Days 3297.91 91-180 Days CB-2 6118.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61027.23 91 - 120 Days 1909.90 30-90 Days CB-3 11687.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22929.69 91 - 120 Days 2135.03 Open E-1 3831.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91853.90 91 - 120 Days 9870.97 30-90 Days E-2 5171.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71833.31 91 - 120 Days 5509.03 30-90 Days G-1 11135.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3972.08 91 - 120 Days 383.45 Open G-2 585.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79947.05 91 - 120 Days 7480.27 <30 Days G-3 829.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95158.07 91 - 120 Days 7086.80 91-180 Days IG-1 10632.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43984.74 91 - 120 Days 2107.52 <30 Days IG-2 886.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45103.91 91 - 120 Days 3697.44 30-90 Days S-1 5156.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60203.22 91 - 120 Days 169.29 30-90 Days S-2 7558.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95296.70 91 - 120 Days 4156.56 Open S-3 398.11 Yes Liberty Mortgage Services Corp. Risk Management