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 75588.98 Day 23 9940.49 <30 Days CB-2 240.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29575.29 Day 23 3838.56 Open CB-3 3314.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92418.38 Day 23 5191.55 <30 Days E-1 17194.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8783.84 Day 23 531.33 30-90 Days E-2 1096.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 65459.24 Day 23 4993.96 91-180 Days G-1 10986.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 77071.14 Day 23 1671.21 30-90 Days G-2 11265.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42597.82 Day 23 2035.75 30-90 Days G-3 2499.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40911.91 Day 23 1524.86 91-180 Days IG-1 28.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21144.70 Day 23 2374.77 <30 Days IG-2 1602.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 64823.51 Day 23 9330.99 30-90 Days S-1 6962.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72034.97 Day 23 874.93 <30 Days S-2 306.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 23341.04 Day 23 274.23 91-180 Days S-3 1248.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100033.14 Day 23 6554.40 <30 Days S-4 12782.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113699.60 Day 23 16706.45 Open S-5 9234.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99744.72 Day 23 8958.24 30-90 Days S-6 8900.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79853.62 Day 23 8093.30 30-90 Days S-7 1013.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80136.76 Day 24 3679.67 30-90 Days A-0-Q 2276.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 77993.74 Day 24 1093.16 91-180 Days A-1-Q 3190.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100564.69 Day 24 3683.08 91-180 Days A-2-Q 8224.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57121.05 Day 24 1811.26 91-180 Days A-3-Q 7742.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 98066.07 Day 24 14648.76 Open A-4-Q 14461.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83528.77 Day 24 5333.36 30-90 Days A-5-Q 2733.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78449.93 Day 24 4005.12 30-90 Days CB-1-Q 1684.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88662.53 Day 24 6991.14 Open CB-2-Q 16609.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82110.32 Day 24 7571.01 Open S-1-Q 15961.65 Yes Liberty Mortgage Services Corp. Risk Management