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 88899.93 121 - 150 Days 1778.19 Open A-5 17178.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13404.76 121 - 150 Days 1314.50 Open CB-1 1293.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74566.97 121 - 150 Days 9286.24 30-90 Days CB-2 8854.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98191.65 121 - 150 Days 8138.76 Open CB-3 11240.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 738.82 121 - 150 Days 82.44 30-90 Days E-1 65.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8279.95 121 - 150 Days 814.60 91-180 Days E-2 693.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11756.58 121 - 150 Days 6.68 30-90 Days G-1 1168.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4118.12 121 - 150 Days 578.29 <30 Days G-2 149.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76521.10 121 - 150 Days 9794.21 30-90 Days G-3 4449.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86669.51 121 - 150 Days 12987.67 <30 Days IG-1 15406.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40935.62 121 - 150 Days 2674.18 <30 Days IG-2 6086.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82479.65 121 - 150 Days 5169.54 <30 Days S-1 4751.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6793.13 121 - 150 Days 741.66 <30 Days S-2 923.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89.12 121 - 150 Days 7.06 Open S-3 1.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70983.23 121 - 150 Days 8907.45 <30 Days S-4 4106.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17615.95 121 - 150 Days 1280.52 91-180 Days S-5 885.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30792.65 121 - 150 Days 3564.36 Open S-6 5344.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57407.78 121 - 150 Days 1787.90 Open S-7 10088.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28004.72 151 - 179 Days 2282.95 Open A-0-Q 3892.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15951.93 151 - 179 Days 2263.47 30-90 Days A-1-Q 1776.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60312.29 151 - 179 Days 6998.62 91-180 Days A-2-Q 7860.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5345.45 151 - 179 Days 81.35 30-90 Days A-3-Q 470.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31681.47 151 - 179 Days 816.06 <30 Days A-4-Q 3477.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88562.03 151 - 179 Days 584.22 Open A-5-Q 4629.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79492.99 151 - 179 Days 2842.50 30-90 Days CB-1-Q 6350.53 No Legal