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 Central Bank Yes 70741.89 Day 36 3666.41 30-90 Days S-4 5709.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98447.45 Day 36 5149.42 30-90 Days S-5 172.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100333.83 Day 36 5438.43 91-180 Days S-6 10710.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72488.76 Day 36 10067.35 Open S-7 5987.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33605.61 Day 37 2229.05 91-180 Days A-0-Q 3014.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40770.24 Day 37 5336.33 Open A-1-Q 3540.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35176.92 Day 37 791.56 <30 Days A-2-Q 3148.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108204.18 Day 37 4168.57 Open A-3-Q 20127.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91211.30 Day 37 6019.80 30-90 Days A-4-Q 17888.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79902.62 Day 37 4573.87 91-180 Days A-5-Q 3067.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92743.85 Day 37 12846.92 91-180 Days CB-1-Q 10149.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2363.13 Day 37 253.66 <30 Days CB-2-Q 110.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13139.84 Day 37 1131.80 91-180 Days S-1-Q 2358.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2758.91 Day 37 345.51 Open S-2-Q 366.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58678.16 Day 37 5202.49 91-180 Days S-3-Q 2346.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103746.90 Day 37 9906.35 <30 Days S-4-Q 6032.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80329.86 Day 37 11909.66 <30 Days CB-3-Q 15033.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76356.33 Day 37 1957.56 91-180 Days G-1-Q 1952.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10051.33 Day 37 629.07 Open G-2-Q 1731.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 85618.32 Day 37 8415.51 Open G-3-Q 15420.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13720.85 Day 37 232.17 91-180 Days S-5-Q 2420.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 57291.19 Day 37 982.85 30-90 Days S-6-Q 6148.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110083.31 Day 37 13512.49 Open S-7-Q 14467.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 29050.80 Day 37 911.29 Open E-1-Q 1817.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49941.64 Day 37 3140.91 91-180 Days E-2-Q 7037.96 No Finance