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 19592.98 Perpetual 2557.29 30-90 Days Y-4 3119.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 37382.78 Perpetual 435.38 <30 Days Z-1 2838.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 64678.79 Perpetual 2103.36 <30 Days A-2 11689.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 61774.57 Perpetual 7969.67 <30 Days A-3 241.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 89054.18 Perpetual 925.37 <30 Days A-4 2914.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 8875.97 Perpetual 467.50 <30 Days A-5 1196.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 52355.44 Perpetual 7433.12 <30 Days CB-1 2901.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 38509.63 Perpetual 1018.54 91-180 Days CB-2 4760.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 77388.42 Perpetual 7828.99 Open CB-3 5390.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26105.98 Perpetual 2876.15 Open E-1 2788.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 2853.69 Perpetual 156.37 <30 Days E-2 52.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 9526.17 Perpetual 1238.33 91-180 Days G-1 421.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26844.91 Perpetual 1255.64 Open G-2 5076.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 97732.32 Perpetual 1591.67 30-90 Days G-3 236.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60909.22 Perpetual 2551.43 91-180 Days IG-1 8275.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 83422.86 Perpetual 9457.75 91-180 Days IG-2 14228.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 6379.85 Perpetual 618.86 30-90 Days S-1 524.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 55499.89 Perpetual 933.67 Open S-2 7998.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 36397.41 Perpetual 2365.66 Open S-3 7259.65 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 7448.01 Perpetual 354.80 91-180 Days S-4 831.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 98257.98 Perpetual 4147.01 30-90 Days S-5 7694.14 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 23212.27 Perpetual 2751.56 <30 Days S-6 3236.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 2010.97 Perpetual 65.89 30-90 Days S-7 375.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 101667.05 Open 4749.80 Open A-0-Q 14616.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 97878.02 Open 13443.91 Open A-1-Q 13995.57 Yes Liberty Capital Markets Inc. Finance