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 No 111291.75 >4 Yr <= 5 Yr 5041.01 91-180 Days L-3 11923.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 4230.97 >4 Yr <= 5 Yr 61.07 91-180 Days L-4 477.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15537.47 >4 Yr <= 5 Yr 1919.85 30-90 Days L-5 783.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 70249.90 >4 Yr <= 5 Yr 4612.80 Open L-6 7303.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 728.40 >4 Yr <= 5 Yr 59.54 30-90 Days L-7 2.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 81998.28 >4 Yr <= 5 Yr 3281.59 30-90 Days L-8 7179.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 71979.01 >4 Yr <= 5 Yr 9572.96 <30 Days L-9 9265.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 24401.65 >4 Yr <= 5 Yr 2648.32 Open LC-1 1504.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 84678.87 >4 Yr <= 5 Yr 11079.83 Open LC-2 2501.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 55985.27 >4 Yr <= 5 Yr 6087.29 30-90 Days N-1 1444.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 21257.73 >4 Yr <= 5 Yr 452.80 <30 Days N-2 3345.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 107659.74 >4 Yr <= 5 Yr 16132.89 <30 Days N-3 13396.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 84819.06 >4 Yr <= 5 Yr 12173.18 <30 Days N-4 10258.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 69064.42 >4 Yr <= 5 Yr 4594.14 <30 Days N-5 7125.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 87988.95 >4 Yr <= 5 Yr 2351.78 91-180 Days N-6 1750.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 87769.92 >4 Yr <= 5 Yr 1980.59 <30 Days N-7 16424.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 93180.07 >4 Yr <= 5 Yr 1639.58 30-90 Days P-1 16579.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 59267.81 >4 Yr <= 5 Yr 4068.85 91-180 Days P-2 2457.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 40944.34 >4 Yr <= 5 Yr 6070.24 <30 Days S-8 1929.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 35877.16 >4 Yr <= 5 Yr 5370.46 Open Y-1 5497.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 30338.60 >4 Yr <= 5 Yr 3984.42 Open Y-2 2116.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 103391.15 >4 Yr <= 5 Yr 5366.62 Open Y-3 529.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 106961.32 >4 Yr <= 5 Yr 14915.58 Open Y-4 6703.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 39927.11 >4 Yr <= 5 Yr 1989.48 <30 Days Z-1 3150.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 53103.71 >4 Yr <= 5 Yr 5300.76 91-180 Days A-2 6059.69 No Risk Management