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 Other Supranational No 43224.71 Day 34 2104.44 30-90 Days S-1 4826.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89306.58 Day 34 12571.80 30-90 Days S-2 15813.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2873.79 Day 34 266.35 91-180 Days S-3 78.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109230.77 Day 34 12707.83 <30 Days S-4 3993.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2948.51 Day 34 89.03 30-90 Days S-5 518.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83930.42 Day 34 9362.29 <30 Days S-6 16123.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96053.24 Day 34 3588.05 Open S-7 4450.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19453.94 Day 35 293.13 Open A-0-Q 2685.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61151.54 Day 35 5077.36 30-90 Days A-1-Q 12073.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58969.74 Day 35 376.65 Open A-2-Q 1663.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12302.09 Day 35 387.97 91-180 Days A-3-Q 1306.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30871.82 Day 35 2332.32 Open A-4-Q 3472.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64402.07 Day 35 3499.39 91-180 Days A-5-Q 9661.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66240.04 Day 35 8001.80 91-180 Days CB-1-Q 2296.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93197.88 Day 35 9353.08 30-90 Days CB-2-Q 6431.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14161.46 Day 35 724.55 Open S-1-Q 1908.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76000.87 Day 35 4842.75 Open S-2-Q 1251.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 1798.71 Day 35 250.08 30-90 Days S-3-Q 250.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65026.42 Day 35 1624.96 Open S-4-Q 8317.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89532.46 Day 35 8293.49 91-180 Days CB-3-Q 9855.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36539.32 Day 35 1647.76 91-180 Days G-1-Q 4680.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66341.63 Day 35 5035.31 30-90 Days G-2-Q 2622.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27796.18 Day 35 3779.44 <30 Days G-3-Q 4713.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19647.81 Day 35 943.08 30-90 Days S-5-Q 1802.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53437.52 Day 35 6089.11 30-90 Days S-6-Q 1620.09 Yes Liberty Capital Markets Inc. Treasury