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 Yes 22851.19 Day 18 188.60 30-90 Days A-2 1371.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95989.74 Day 18 7380.86 Open A-3 4268.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61710.42 Day 18 4310.95 <30 Days A-4 4966.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105491.21 Day 18 11589.39 <30 Days A-5 9958.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18255.18 Day 18 859.36 <30 Days CB-1 900.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37049.75 Day 18 429.82 Open CB-2 4290.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70298.02 Day 18 3981.69 Open CB-3 3287.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 33870.62 Day 18 4533.52 Open E-1 6337.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 1893.52 Day 18 233.52 Open E-2 84.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4650.32 Day 18 3.79 91-180 Days G-1 432.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6668.35 Day 18 592.84 91-180 Days G-2 428.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39248.86 Day 18 2969.68 30-90 Days G-3 4127.69 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43113.60 Day 18 4245.94 <30 Days IG-1 1531.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103100.18 Day 18 9458.80 30-90 Days IG-2 3928.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5207.05 Day 18 23.70 91-180 Days S-1 153.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89084.53 Day 18 5350.79 <30 Days S-2 13655.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40006.84 Day 18 5067.41 Open S-3 3437.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95061.55 Day 18 1378.30 Open S-4 3641.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68147.51 Day 18 924.58 91-180 Days S-5 8674.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 11652.78 Day 18 839.57 30-90 Days S-6 1570.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15048.92 Day 18 1190.03 91-180 Days S-7 2535.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71219.93 Day 19 7066.72 30-90 Days A-0-Q 6198.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107788.38 Day 19 5574.24 <30 Days A-1-Q 3842.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62721.24 Day 19 5136.99 Open A-2-Q 4863.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104016.62 Day 19 7142.38 <30 Days A-3-Q 84.10 No Finance