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 Investment Company or Advisor No 21625.54 68 - 74 Days 9.25 30-90 Days IG-3 4196.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 28565.67 68 - 74 Days 1062.12 <30 Days IG-4 4975.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 68902.24 68 - 74 Days 5035.84 91-180 Days IG-5 9068.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70243.82 68 - 74 Days 7836.60 Open IG-6 7733.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 32031.19 68 - 74 Days 1830.64 Open IG-7 3994.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 91825.61 68 - 74 Days 9269.06 30-90 Days IG-8 752.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 47600.24 68 - 74 Days 1721.41 <30 Days L-1 6934.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29623.93 68 - 74 Days 2170.95 <30 Days L-10 4186.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 91926.13 68 - 74 Days 5451.28 30-90 Days L-11 13138.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 81388.48 68 - 74 Days 8481.70 91-180 Days L-2 7528.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21540.51 68 - 74 Days 1669.65 <30 Days L-3 462.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 55405.96 68 - 74 Days 5620.90 30-90 Days L-4 1411.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 56608.14 68 - 74 Days 4836.33 Open L-5 4115.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 51421.65 68 - 74 Days 4027.85 91-180 Days L-6 7969.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 97935.03 68 - 74 Days 6301.46 <30 Days L-7 8473.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 45273.92 68 - 74 Days 389.95 <30 Days L-8 8738.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 93190.01 68 - 74 Days 10131.53 Open L-9 6873.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 94462.03 68 - 74 Days 11718.15 91-180 Days LC-1 5071.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 1887.41 68 - 74 Days 37.58 <30 Days LC-2 13.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 109745.47 68 - 74 Days 4037.51 30-90 Days N-1 4619.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 25692.13 68 - 74 Days 1158.19 30-90 Days N-2 4998.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 57314.21 68 - 74 Days 2847.83 <30 Days N-3 10726.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 76458.48 68 - 74 Days 6556.34 Open N-4 14231.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 62080.78 68 - 74 Days 493.58 91-180 Days N-5 7832.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 9248.70 68 - 74 Days 171.57 91-180 Days N-6 411.35 No Risk Management