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 49343.47 Day 42 3277.61 91-180 Days E-1 1830.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 96678.95 Day 42 11810.69 Open E-2 9531.15 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 89242.95 Day 42 2062.24 91-180 Days G-1 10457.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 5654.43 Day 42 266.17 <30 Days G-2 866.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 103620.07 Day 42 1986.98 91-180 Days G-3 5646.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 32046.44 Day 42 1992.75 <30 Days IG-1 341.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 66239.17 Day 42 1453.91 <30 Days IG-2 3512.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28394.31 Day 42 2076.81 Open S-1 2610.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 61792.88 Day 42 2581.90 Open S-2 10602.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 50738.87 Day 42 5558.93 91-180 Days S-3 9817.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79257.64 Day 42 9254.14 30-90 Days S-4 8404.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 8318.72 Day 42 309.69 91-180 Days S-5 1310.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 43871.59 Day 42 5158.23 Open S-6 5459.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 78536.85 Day 42 10462.56 Open S-7 15433.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 18079.46 Day 43 1874.29 91-180 Days A-0-Q 3435.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69457.89 Day 43 11.75 <30 Days A-1-Q 3955.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93247.90 Day 43 53.83 Open A-2-Q 6956.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 106021.40 Day 43 10239.72 Open A-3-Q 13832.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 22422.98 Day 43 1459.34 Open A-4-Q 3014.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 40519.45 Day 43 2489.88 <30 Days A-5-Q 5525.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10920.70 Day 43 1506.15 <30 Days CB-1-Q 170.02 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 95740.23 Day 43 6386.34 Open CB-2-Q 16495.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 9126.92 Day 43 703.62 Open S-1-Q 260.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78438.19 Day 43 5809.71 91-180 Days S-2-Q 3153.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28280.63 Day 43 571.24 30-90 Days S-3-Q 4362.77 No Legal