Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 Financial Market Utility No 32192.74 Day 10 644.39 <30 Days CB-2 1524.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 49429.48 Day 10 6708.63 91-180 Days CB-3 6565.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 46404.59 Day 10 5267.62 30-90 Days E-1 1761.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14146.91 Day 10 2064.71 91-180 Days E-2 1041.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 25494.38 Day 10 1581.69 91-180 Days G-1 3084.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110098.73 Day 10 6364.47 Open G-2 13059.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68946.74 Day 10 7369.55 Open G-3 7215.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 2066.55 Day 10 233.17 91-180 Days IG-1 328.83 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93376.57 Day 10 7880.14 Open IG-2 10913.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 34934.10 Day 10 3354.74 Open S-1 407.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 90534.69 Day 10 6630.27 30-90 Days S-2 8229.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71655.81 Day 10 4371.68 30-90 Days S-3 12130.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 40547.71 Day 10 1803.83 <30 Days S-4 4546.86 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52003.24 Day 10 679.94 91-180 Days S-5 1461.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 89998.67 Day 10 4360.73 Open S-6 13535.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 87775.38 Day 10 8001.80 <30 Days S-7 14658.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 32545.10 Day 11 3490.02 Open A-0-Q 6038.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76541.69 Day 11 605.92 <30 Days A-1-Q 250.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107683.64 Day 11 707.46 <30 Days A-2-Q 9544.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 4964.92 Day 11 286.48 <30 Days A-3-Q 473.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84169.19 Day 11 1677.12 <30 Days A-4-Q 13406.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 34846.58 Day 11 940.54 <30 Days A-5-Q 5605.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 51904.42 Day 11 4949.90 <30 Days CB-1-Q 6752.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 77354.65 Day 11 3748.31 30-90 Days CB-2-Q 11671.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99117.87 Day 11 5408.88 30-90 Days S-1-Q 12627.07 Yes Liberty Capital Markets Inc. Operations