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 62859.73 121 - 150 Days 7777.18 <30 Days IG-8 11702.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 48084.84 121 - 150 Days 6050.02 91-180 Days L-1 368.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 43617.24 121 - 150 Days 1286.13 <30 Days L-10 2320.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 25157.80 121 - 150 Days 535.47 91-180 Days L-11 3095.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 112347.43 121 - 150 Days 6261.39 Open L-2 5919.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 22997.57 121 - 150 Days 982.27 Open L-3 2264.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 16575.32 121 - 150 Days 1999.27 30-90 Days L-4 691.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 47024.83 121 - 150 Days 1591.22 Open L-5 647.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 39386.70 121 - 150 Days 4858.54 Open L-6 6895.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 64991.39 121 - 150 Days 2967.41 30-90 Days L-7 12772.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 11594.72 121 - 150 Days 361.59 <30 Days L-8 313.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 18553.35 121 - 150 Days 2135.35 91-180 Days L-9 3620.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 24798.08 121 - 150 Days 3665.31 Open LC-1 3640.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 90735.68 121 - 150 Days 1549.91 91-180 Days LC-2 7122.93 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 69453.39 121 - 150 Days 928.17 30-90 Days N-1 4578.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 92851.32 121 - 150 Days 6673.05 30-90 Days N-2 2764.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 24586.00 121 - 150 Days 1504.58 30-90 Days N-3 4774.03 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 103707.44 121 - 150 Days 635.65 91-180 Days N-4 19883.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 82035.07 121 - 150 Days 9452.40 91-180 Days N-5 15449.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28261.82 121 - 150 Days 1328.87 <30 Days N-6 2843.42 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 101276.33 121 - 150 Days 5452.94 91-180 Days N-7 5517.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38870.20 121 - 150 Days 5002.89 91-180 Days P-1 6851.86 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 18476.20 121 - 150 Days 2294.27 91-180 Days P-2 1406.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 96627.88 121 - 150 Days 7401.84 <30 Days S-8 372.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 4596.68 121 - 150 Days 657.74 91-180 Days Y-1 762.06 No Legal