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 84992.99 151 - 179 Days 5371.83 91-180 Days S-1 4152.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 35125.47 151 - 179 Days 2400.11 91-180 Days S-2 2672.58 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 90386.22 151 - 179 Days 9041.77 Open S-3 15422.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 24349.76 151 - 179 Days 346.84 30-90 Days S-4 3058.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102049.30 151 - 179 Days 13248.49 91-180 Days S-5 2125.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71935.37 151 - 179 Days 9035.75 91-180 Days S-6 12645.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74067.74 151 - 179 Days 3741.98 30-90 Days S-7 10961.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73354.08 180 - 270 Days 4271.08 30-90 Days A-0-Q 11920.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105618.04 180 - 270 Days 13738.54 91-180 Days A-1-Q 16656.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83209.87 180 - 270 Days 3316.67 <30 Days A-2-Q 11399.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67934.63 180 - 270 Days 4646.24 <30 Days A-3-Q 7044.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 2557.81 180 - 270 Days 187.05 30-90 Days A-4-Q 65.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16536.79 180 - 270 Days 397.37 <30 Days A-5-Q 2310.44 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41023.49 180 - 270 Days 5697.00 30-90 Days CB-1-Q 2304.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30092.48 180 - 270 Days 2304.26 91-180 Days CB-2-Q 637.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101341.87 180 - 270 Days 10407.67 Open S-1-Q 18765.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65525.02 180 - 270 Days 4333.85 <30 Days S-2-Q 5275.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67803.00 180 - 270 Days 451.03 91-180 Days S-3-Q 2947.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38805.15 180 - 270 Days 2853.95 Open S-4-Q 3235.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108435.14 180 - 270 Days 2395.02 30-90 Days CB-3-Q 16061.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 10557.78 180 - 270 Days 247.06 Open G-1-Q 1365.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43809.98 180 - 270 Days 4772.33 <30 Days G-2-Q 6228.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74723.06 180 - 270 Days 3348.77 30-90 Days G-3-Q 2059.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38893.05 180 - 270 Days 3010.16 30-90 Days S-5-Q 7245.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20565.38 180 - 270 Days 1529.40 30-90 Days S-6-Q 1982.75 No Operations