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 Yes 53699.35 121 - 150 Days 6979.29 30-90 Days A-3-Q 10724.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 105792.99 121 - 150 Days 14595.99 Open A-4-Q 1939.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 14814.52 121 - 150 Days 1497.51 91-180 Days A-5-Q 545.96 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 60236.70 121 - 150 Days 4406.87 <30 Days CB-1-Q 7352.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 98229.60 121 - 150 Days 7850.87 <30 Days CB-2-Q 15256.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 91259.25 121 - 150 Days 4434.24 91-180 Days S-1-Q 6153.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 104415.08 121 - 150 Days 1003.96 Open S-2-Q 18185.89 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 62641.23 121 - 150 Days 6630.11 30-90 Days S-3-Q 4491.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 53151.38 121 - 150 Days 4963.22 <30 Days S-4-Q 5669.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80248.58 121 - 150 Days 11190.13 Open CB-3-Q 12188.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 95889.55 121 - 150 Days 54.06 91-180 Days G-1-Q 1664.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 95214.67 121 - 150 Days 9860.11 Open G-2-Q 14556.41 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 11445.62 121 - 150 Days 91.50 30-90 Days G-3-Q 1075.83 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 97429.02 121 - 150 Days 11360.98 Open S-5-Q 19257.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70994.67 121 - 150 Days 6845.11 <30 Days S-6-Q 10640.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76862.60 121 - 150 Days 2767.82 91-180 Days S-7-Q 6143.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 17544.99 121 - 150 Days 451.55 <30 Days E-1-Q 675.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 15397.87 121 - 150 Days 955.63 <30 Days E-2-Q 1266.23 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 51858.65 121 - 150 Days 7246.62 Open IG-1-Q 6513.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 65233.61 121 - 150 Days 2504.86 Open IG-2-Q 9377.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 88602.27 121 - 150 Days 3335.97 <30 Days C-1 17572.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 72249.01 121 - 150 Days 6453.80 30-90 Days CB-4 4783.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 56206.13 121 - 150 Days 2276.23 Open E-10 6098.87 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 61778.44 121 - 150 Days 2347.11 30-90 Days E-3 9750.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 17040.57 121 - 150 Days 1850.66 91-180 Days E-4 1304.05 No Finance