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 47714.18 Day 14 4647.33 <30 Days CB-3 78.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 249.98 Day 14 24.31 <30 Days E-1 37.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34709.65 Day 14 22.00 <30 Days E-2 6299.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94876.08 Day 14 1292.42 30-90 Days G-1 10152.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79580.77 Day 14 589.22 30-90 Days G-2 4293.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51579.15 Day 14 5101.99 Open G-3 327.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43039.30 Day 14 615.98 30-90 Days IG-1 6713.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109953.57 Day 14 8982.19 Open IG-2 3110.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48464.29 Day 14 5735.82 <30 Days S-1 6250.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39006.48 Day 14 2880.20 Open S-2 1644.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105760.75 Day 14 14751.55 Open S-3 11880.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 112362.72 Day 14 11953.38 30-90 Days S-4 1536.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54179.69 Day 14 2877.36 <30 Days S-5 7896.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105248.68 Day 14 5677.72 30-90 Days S-6 5604.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103526.70 Day 14 12761.86 30-90 Days S-7 2698.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49057.17 Day 15 4280.41 <30 Days A-0-Q 4302.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80936.20 Day 15 5792.36 91-180 Days A-1-Q 4170.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15564.02 Day 15 4.27 91-180 Days A-2-Q 1168.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61477.43 Day 15 4334.07 Open A-3-Q 2699.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 74754.67 Day 15 3317.21 91-180 Days A-4-Q 90.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 39190.18 Day 15 2048.53 Open A-5-Q 5162.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24729.31 Day 15 2772.84 <30 Days CB-1-Q 4571.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28171.01 Day 15 881.43 Open CB-2-Q 3278.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 876.90 Day 15 23.87 30-90 Days S-1-Q 7.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 25841.42 Day 15 1826.70 <30 Days S-2-Q 1004.03 Yes Liberty Wealth Management LLC Operations