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 Broker-Dealer Yes 70712.63 Day 32 5073.02 <30 Days L-2 7295.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 109965.91 Day 32 5318.68 Open L-3 17790.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 37081.47 Day 32 1479.25 Open L-4 2696.63 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 111904.98 Day 32 2196.31 <30 Days L-5 13490.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 80525.71 Day 32 9094.13 Open L-6 10074.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 23583.23 Day 32 608.73 91-180 Days L-7 4042.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 52665.50 Day 32 3350.88 <30 Days L-8 4029.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 58189.74 Day 32 4195.57 <30 Days L-9 3153.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 72732.64 Day 32 6996.04 Open LC-1 10626.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 113318.17 Day 32 15659.95 91-180 Days LC-2 16143.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31920.31 Day 32 1840.07 30-90 Days N-1 4025.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 90411.98 Day 32 4876.85 91-180 Days N-2 130.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 67448.85 Day 32 4073.36 30-90 Days N-3 9890.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 25761.51 Day 32 1214.13 <30 Days N-4 326.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 65792.88 Day 32 6740.48 30-90 Days N-5 5461.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 83219.10 Day 32 7110.75 91-180 Days N-6 5647.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 18399.55 Day 32 1373.01 91-180 Days N-7 2793.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 23661.26 Day 32 431.77 30-90 Days P-1 2702.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 40557.95 Day 32 6034.70 Open P-2 3210.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 94464.87 Day 32 3444.10 Open S-8 3852.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 33740.94 Day 32 3671.86 91-180 Days Y-1 675.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 21523.70 Day 32 611.27 91-180 Days Y-2 4151.78 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 97487.41 Day 32 609.89 <30 Days Y-3 4838.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 47865.61 Day 32 728.07 91-180 Days Y-4 9469.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 6231.62 Day 32 886.07 91-180 Days Z-1 621.76 No Legal