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 26946.57 61 - 67 Days 2518.97 91-180 Days N-7 3635.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 112528.91 61 - 67 Days 1031.13 91-180 Days P-1 22283.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58128.05 61 - 67 Days 3919.62 30-90 Days P-2 10954.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 9716.09 61 - 67 Days 301.19 <30 Days S-8 198.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 8501.15 61 - 67 Days 400.01 91-180 Days Y-1 288.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 111586.98 61 - 67 Days 4459.50 30-90 Days Y-2 3.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 102756.50 61 - 67 Days 13976.10 30-90 Days Y-3 6815.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 82236.02 61 - 67 Days 5473.77 <30 Days Y-4 4942.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 76527.68 61 - 67 Days 9354.51 <30 Days Z-1 13178.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16784.09 61 - 67 Days 1921.34 <30 Days A-2 3069.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 40251.54 61 - 67 Days 3670.75 91-180 Days A-3 5299.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 4814.15 61 - 67 Days 510.91 <30 Days A-4 308.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93666.75 61 - 67 Days 3903.88 Open A-5 7714.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 88122.38 61 - 67 Days 7476.10 30-90 Days CB-1 2503.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16802.30 61 - 67 Days 54.73 <30 Days CB-2 1041.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 46397.03 61 - 67 Days 2197.53 Open CB-3 5132.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 95344.30 61 - 67 Days 7878.05 91-180 Days E-1 724.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20158.35 61 - 67 Days 1777.74 <30 Days E-2 1995.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 47004.84 61 - 67 Days 4964.75 <30 Days G-1 3168.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 17084.26 61 - 67 Days 76.47 30-90 Days G-2 1049.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 94882.76 61 - 67 Days 1400.63 30-90 Days G-3 7633.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 63390.91 61 - 67 Days 4579.58 Open IG-1 10697.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 70588.65 61 - 67 Days 937.71 <30 Days IG-2 3817.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94560.46 61 - 67 Days 985.05 30-90 Days S-1 6377.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 111644.88 61 - 67 Days 9810.89 Open S-2 9642.42 No Treasury