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 95502.64 Day 13 14127.05 <30 Days Y-1 15223.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34596.30 Day 13 474.43 Open Y-2 670.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 31086.77 Day 13 2555.67 Open Y-3 4928.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13402.54 Day 13 198.30 Open Y-4 325.74 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1988.40 Day 13 14.94 Open Z-1 292.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 19833.24 Day 13 902.23 91-180 Days A-2 2481.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34383.15 Day 13 5149.46 Open A-3 2974.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112652.60 Day 13 11009.97 30-90 Days A-4 21819.11 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 92864.34 Day 13 11902.97 30-90 Days A-5 8664.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93182.76 Day 13 2025.48 91-180 Days CB-1 6691.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57793.21 Day 13 2449.64 91-180 Days CB-2 2097.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99603.73 Day 13 6409.23 91-180 Days CB-3 9577.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23450.90 Day 13 33.86 <30 Days E-1 3308.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111159.57 Day 13 13149.54 <30 Days E-2 13656.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38216.38 Day 13 417.76 30-90 Days G-1 4151.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91077.22 Day 13 12711.77 <30 Days G-2 9709.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100604.44 Day 13 1889.14 91-180 Days G-3 6945.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63788.10 Day 13 4756.58 Open IG-1 2111.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77844.41 Day 13 1076.04 91-180 Days IG-2 5069.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 59921.08 Day 13 6803.81 91-180 Days S-1 10482.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84619.94 Day 13 8259.37 91-180 Days S-2 10691.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98295.79 Day 13 13232.25 <30 Days S-3 8514.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 46782.90 Day 13 641.07 <30 Days S-4 1175.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103848.20 Day 13 14893.76 91-180 Days S-5 1341.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78570.06 Day 13 4605.03 30-90 Days S-6 12449.69 No Treasury