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 83481.29 >4 Yr <= 5 Yr 6408.26 <30 Days C-1 5076.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 55703.21 >4 Yr <= 5 Yr 4391.88 30-90 Days CB-4 8971.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81237.83 >4 Yr <= 5 Yr 4356.52 91-180 Days E-10 6344.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41431.44 >4 Yr <= 5 Yr 4373.26 Open E-3 1068.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42874.25 >4 Yr <= 5 Yr 1287.08 30-90 Days E-4 3534.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88397.75 >4 Yr <= 5 Yr 3199.13 Open E-5 10828.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89149.06 >4 Yr <= 5 Yr 3568.82 <30 Days E-6 4850.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6813.57 >4 Yr <= 5 Yr 349.11 91-180 Days E-7 946.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58615.50 >4 Yr <= 5 Yr 4490.80 Open E-8 4453.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111214.05 >4 Yr <= 5 Yr 15794.29 Open E-9 15992.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 85753.70 >4 Yr <= 5 Yr 12702.58 30-90 Days G-4 5062.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 26989.14 >4 Yr <= 5 Yr 2822.83 91-180 Days IG-3 5330.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 108181.06 >4 Yr <= 5 Yr 15173.07 30-90 Days IG-4 7416.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18112.21 >4 Yr <= 5 Yr 650.27 30-90 Days IG-5 3314.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62047.51 >4 Yr <= 5 Yr 3500.84 <30 Days IG-6 7581.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11050.16 >4 Yr <= 5 Yr 1200.06 91-180 Days IG-7 1978.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95813.27 >4 Yr <= 5 Yr 5942.50 <30 Days IG-8 14613.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62301.23 >4 Yr <= 5 Yr 6542.79 91-180 Days L-1 28.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82751.60 >4 Yr <= 5 Yr 4320.15 <30 Days L-10 11529.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94739.37 >4 Yr <= 5 Yr 3792.95 91-180 Days L-11 10986.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22110.15 >4 Yr <= 5 Yr 2964.00 Open L-2 1063.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63225.22 >4 Yr <= 5 Yr 1133.67 30-90 Days L-3 11241.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22379.18 >4 Yr <= 5 Yr 2111.40 30-90 Days L-4 3585.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104943.45 >4 Yr <= 5 Yr 5486.76 Open L-5 19977.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34228.58 >4 Yr <= 5 Yr 1523.74 91-180 Days L-6 1263.93 No Legal