Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 15757.51 151 - 179 Days 168.53 30-90 Days L-9 710.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 7152.64 151 - 179 Days 870.70 30-90 Days LC-1 978.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 37710.80 151 - 179 Days 1076.46 91-180 Days LC-2 3269.34 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 80561.29 151 - 179 Days 3040.78 91-180 Days N-1 4246.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69453.38 151 - 179 Days 2957.40 <30 Days N-2 2706.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 56246.69 151 - 179 Days 4411.15 Open N-3 10674.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 57786.08 151 - 179 Days 2341.01 30-90 Days N-4 2436.30 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 111841.64 151 - 179 Days 4000.16 30-90 Days N-5 2488.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 94850.18 151 - 179 Days 8353.71 91-180 Days N-6 7994.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 39351.60 151 - 179 Days 1750.40 30-90 Days N-7 141.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 73162.57 151 - 179 Days 1913.07 30-90 Days P-1 8246.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 34268.42 151 - 179 Days 727.27 Open P-2 5281.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5556.93 151 - 179 Days 153.83 91-180 Days S-8 985.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 88853.86 151 - 179 Days 13241.43 Open Y-1 1776.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93957.73 151 - 179 Days 6061.12 30-90 Days Y-2 2838.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 3230.22 151 - 179 Days 407.44 <30 Days Y-3 575.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107030.64 151 - 179 Days 9959.69 Open Y-4 2927.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 30230.39 151 - 179 Days 243.79 91-180 Days Z-1 2567.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2508.35 151 - 179 Days 239.60 91-180 Days A-2 188.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 14983.70 151 - 179 Days 363.18 <30 Days A-3 1787.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 49653.81 151 - 179 Days 6818.45 Open A-4 4490.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 12461.50 151 - 179 Days 979.72 <30 Days A-5 920.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 7421.81 151 - 179 Days 963.12 Open CB-1 35.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 84211.35 151 - 179 Days 4998.22 Open CB-2 4745.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 94628.06 151 - 179 Days 8919.17 91-180 Days CB-3 11168.54 Yes Liberty Wealth Management LLC Risk Management