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 No 49559.97 Day 5 1875.24 Open E-1 1304.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17709.80 Day 5 1131.06 91-180 Days E-2 2351.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96991.16 Day 5 13376.17 Open G-1 6968.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62448.08 Day 5 1249.02 30-90 Days G-2 2153.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60108.47 Day 5 6715.18 30-90 Days G-3 11575.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84166.75 Day 5 8078.51 <30 Days IG-1 10973.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102806.87 Day 5 13010.56 <30 Days IG-2 6483.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54444.61 Day 5 6554.21 <30 Days S-1 9997.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82497.66 Day 5 3124.22 91-180 Days S-2 10218.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88787.25 Day 5 1091.45 91-180 Days S-3 17186.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47670.51 Day 5 3456.36 30-90 Days S-4 1192.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47470.35 Day 5 6431.14 Open S-5 7342.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 76128.01 Day 5 7240.86 30-90 Days S-6 14867.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101641.24 Day 5 4259.89 30-90 Days S-7 15449.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34368.11 Day 6 2448.15 91-180 Days A-0-Q 1697.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13947.74 Day 6 1226.93 91-180 Days A-1-Q 1493.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 46874.18 Day 6 772.41 30-90 Days A-2-Q 5816.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83981.86 Day 6 9602.92 91-180 Days A-3-Q 8548.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18182.10 Day 6 1942.43 Open A-4-Q 2700.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34169.39 Day 6 785.13 Open A-5-Q 3889.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66925.68 Day 6 4680.45 Open CB-1-Q 4890.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74094.40 Day 6 4787.70 Open CB-2-Q 1415.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34214.38 Day 6 3826.55 Open S-1-Q 2008.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 55733.39 Day 6 3499.06 <30 Days S-2-Q 8397.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78330.91 Day 6 7862.02 <30 Days S-3-Q 11225.15 No Risk Management