Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 85503.14 121 - 150 Days 7810.55 <30 Days Y-3 6029.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53955.78 121 - 150 Days 3309.97 <30 Days Y-4 813.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99297.30 121 - 150 Days 7677.68 <30 Days Z-1 4974.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 14518.49 121 - 150 Days 899.67 30-90 Days A-2 1528.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 27831.16 121 - 150 Days 177.47 <30 Days A-3 287.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46564.90 121 - 150 Days 1304.16 <30 Days A-4 9104.16 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111932.59 121 - 150 Days 6178.83 <30 Days A-5 3963.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32584.75 121 - 150 Days 766.72 Open CB-1 5848.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14359.64 121 - 150 Days 1689.54 30-90 Days CB-2 95.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35326.65 121 - 150 Days 2312.15 30-90 Days CB-3 3901.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50524.99 121 - 150 Days 3083.29 91-180 Days E-1 102.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65301.05 121 - 150 Days 2982.80 91-180 Days E-2 11727.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59831.98 121 - 150 Days 124.80 91-180 Days G-1 724.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43199.50 121 - 150 Days 2061.08 30-90 Days G-2 8010.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48378.31 121 - 150 Days 383.10 <30 Days G-3 7266.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 58673.25 121 - 150 Days 4428.32 30-90 Days IG-1 11228.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45366.94 121 - 150 Days 3449.21 Open IG-2 7462.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54323.95 121 - 150 Days 5276.20 <30 Days S-1 19.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67363.33 121 - 150 Days 5104.32 91-180 Days S-2 3800.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71509.13 121 - 150 Days 1825.17 91-180 Days S-3 10119.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 96429.30 121 - 150 Days 9275.07 Open S-4 7334.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30221.31 121 - 150 Days 3254.04 Open S-5 4778.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29499.87 121 - 150 Days 1837.04 30-90 Days S-6 349.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79702.11 121 - 150 Days 7093.43 91-180 Days S-7 3255.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66337.97 151 - 179 Days 9839.75 Open A-0-Q 5699.27 Yes Liberty International Finance Ltd. Finance