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 Yes 31106.32 >2 Yr <= 3 Yr 2802.77 30-90 Days E-3 4299.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40186.12 >2 Yr <= 3 Yr 4044.11 <30 Days E-4 5864.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45436.28 >2 Yr <= 3 Yr 325.62 <30 Days E-5 2490.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22866.32 >2 Yr <= 3 Yr 1960.48 91-180 Days E-6 3675.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88589.21 >2 Yr <= 3 Yr 6981.58 Open E-7 3345.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39593.34 >2 Yr <= 3 Yr 772.64 <30 Days E-8 5048.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76362.84 >2 Yr <= 3 Yr 10913.43 Open E-9 13325.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50227.42 >2 Yr <= 3 Yr 1168.76 <30 Days G-4 6410.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 98339.63 >2 Yr <= 3 Yr 1454.18 Open IG-3 17685.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 12678.56 >2 Yr <= 3 Yr 1434.03 <30 Days IG-4 2323.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50053.82 >2 Yr <= 3 Yr 614.95 30-90 Days IG-5 8663.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80703.65 >2 Yr <= 3 Yr 6418.57 91-180 Days IG-6 2933.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77639.10 >2 Yr <= 3 Yr 3101.95 <30 Days IG-7 10892.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49721.27 >2 Yr <= 3 Yr 368.43 Open IG-8 6936.09 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30142.96 >2 Yr <= 3 Yr 193.94 30-90 Days L-1 887.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21267.41 >2 Yr <= 3 Yr 560.27 91-180 Days L-10 3993.60 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 16704.30 >2 Yr <= 3 Yr 1177.88 <30 Days L-11 2242.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94962.28 >2 Yr <= 3 Yr 1310.43 Open L-2 17186.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13958.21 >2 Yr <= 3 Yr 1816.96 <30 Days L-3 1965.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94572.19 >2 Yr <= 3 Yr 2967.55 <30 Days L-4 12548.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36764.54 >2 Yr <= 3 Yr 2933.48 Open L-5 1677.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37904.11 >2 Yr <= 3 Yr 2734.03 Open L-6 4191.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50849.92 >2 Yr <= 3 Yr 6038.29 Open L-7 6104.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40204.08 >2 Yr <= 3 Yr 3361.32 Open L-8 6718.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39229.70 >2 Yr <= 3 Yr 1336.94 <30 Days L-9 6465.79 No Legal