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 64963.88 Day 10 9219.02 <30 Days N-3 11292.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70832.83 Day 10 736.14 91-180 Days N-4 10913.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72390.86 Day 10 7809.11 30-90 Days N-5 8169.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13864.58 Day 10 342.93 <30 Days N-6 1569.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 11453.60 Day 10 1096.48 30-90 Days N-7 1519.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38219.68 Day 10 366.29 30-90 Days P-1 5534.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 70288.94 Day 10 5132.92 30-90 Days P-2 1269.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67177.56 Day 10 8951.87 Open S-8 6675.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23343.34 Day 10 1409.96 Open Y-1 2578.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97658.90 Day 10 8548.87 30-90 Days Y-2 15855.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51503.67 Day 10 7057.23 <30 Days Y-3 8867.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29172.87 Day 10 2117.98 30-90 Days Y-4 687.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2694.54 Day 10 337.50 30-90 Days Z-1 37.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68832.80 Day 10 433.49 30-90 Days A-2 5429.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7926.66 Day 10 723.84 Open A-3 768.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15739.03 Day 10 145.51 30-90 Days A-4 151.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95794.67 Day 10 6250.86 91-180 Days A-5 4078.40 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31983.30 Day 10 3440.76 Open CB-1 99.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6720.09 Day 10 285.48 30-90 Days CB-2 460.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75542.32 Day 10 7872.91 91-180 Days CB-3 8601.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49451.33 Day 10 4171.40 <30 Days E-1 9800.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82696.44 Day 10 8689.18 <30 Days E-2 580.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 14369.68 Day 10 1903.48 <30 Days G-1 864.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81282.00 Day 10 6443.58 30-90 Days G-2 13115.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 129.09 Day 10 9.64 Open G-3 5.02 Yes Liberty Mortgage Services Corp. Finance