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 Yes 68052.60 61 - 67 Days 8653.99 <30 Days S-3 9877.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16783.09 61 - 67 Days 107.66 91-180 Days S-4 2544.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 39259.40 61 - 67 Days 4356.67 <30 Days S-5 4215.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10483.31 61 - 67 Days 1331.51 <30 Days S-6 204.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42500.66 61 - 67 Days 5504.92 30-90 Days S-7 6319.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 4807.77 68 - 74 Days 253.10 30-90 Days A-0-Q 635.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79180.03 68 - 74 Days 2064.00 Open A-1-Q 12513.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 31559.75 68 - 74 Days 2854.78 91-180 Days A-2-Q 5383.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 54987.61 68 - 74 Days 2831.01 <30 Days A-3-Q 8176.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69812.66 68 - 74 Days 6522.04 Open A-4-Q 8868.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20821.44 68 - 74 Days 1206.41 91-180 Days A-5-Q 920.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3308.11 68 - 74 Days 92.97 30-90 Days CB-1-Q 308.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 81525.17 68 - 74 Days 7540.30 30-90 Days CB-2-Q 2986.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 65366.41 68 - 74 Days 2229.13 <30 Days S-1-Q 9755.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107166.53 68 - 74 Days 7656.85 30-90 Days S-2-Q 2124.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 73517.85 68 - 74 Days 563.13 91-180 Days S-3-Q 5253.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 49765.53 68 - 74 Days 6454.97 30-90 Days S-4-Q 1864.40 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 51950.68 68 - 74 Days 4993.85 91-180 Days CB-3-Q 9963.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 13773.51 68 - 74 Days 1557.11 91-180 Days G-1-Q 2426.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 106315.63 68 - 74 Days 8851.53 91-180 Days G-2-Q 10252.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 106399.45 68 - 74 Days 10213.53 <30 Days G-3-Q 16827.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 95772.51 68 - 74 Days 2873.47 Open S-5-Q 1428.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 95529.84 68 - 74 Days 1407.80 Open S-6-Q 10240.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107359.74 68 - 74 Days 8571.59 <30 Days S-7-Q 17969.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107106.61 68 - 74 Days 2362.35 91-180 Days E-1-Q 1516.85 Yes Liberty Mortgage Services Corp. Risk Management