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 33939.79 91 - 120 Days 1974.39 30-90 Days S-4 4246.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64380.13 91 - 120 Days 1931.36 30-90 Days S-5 11449.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57107.59 91 - 120 Days 7836.68 <30 Days S-6 5005.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41998.74 91 - 120 Days 4778.08 Open S-7 680.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71937.16 121 - 150 Days 10698.31 91-180 Days A-0-Q 1291.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70764.36 121 - 150 Days 2947.72 30-90 Days A-1-Q 12283.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3865.73 121 - 150 Days 234.99 30-90 Days A-2-Q 363.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37822.75 121 - 150 Days 3099.80 30-90 Days A-3-Q 7268.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68463.63 121 - 150 Days 1180.98 <30 Days A-4-Q 13398.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69119.06 121 - 150 Days 4041.12 30-90 Days A-5-Q 3752.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45105.54 121 - 150 Days 901.38 30-90 Days CB-1-Q 5008.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 56025.35 121 - 150 Days 3160.48 <30 Days CB-2-Q 551.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81853.28 121 - 150 Days 1051.46 <30 Days S-1-Q 13027.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60479.71 121 - 150 Days 4023.04 91-180 Days S-2-Q 6038.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25615.30 121 - 150 Days 2900.83 91-180 Days S-3-Q 1900.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 61730.47 121 - 150 Days 6463.81 91-180 Days S-4-Q 1900.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51333.81 121 - 150 Days 6745.54 30-90 Days CB-3-Q 4861.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81299.02 121 - 150 Days 11139.13 30-90 Days G-1-Q 8566.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78819.59 121 - 150 Days 8535.31 91-180 Days G-2-Q 1977.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66476.76 121 - 150 Days 1043.78 91-180 Days G-3-Q 8764.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35920.75 121 - 150 Days 1461.18 30-90 Days S-5-Q 7005.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70089.04 121 - 150 Days 6501.02 91-180 Days S-6-Q 9305.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108585.90 121 - 150 Days 12891.84 Open S-7-Q 6899.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 360.29 121 - 150 Days 43.72 <30 Days E-1-Q 27.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32179.20 121 - 150 Days 2885.49 <30 Days E-2-Q 356.36 No Risk Management