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 90007.79 180 - 270 Days 9662.06 30-90 Days IG-5 4406.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109212.33 180 - 270 Days 7165.12 91-180 Days IG-6 1309.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 77584.59 180 - 270 Days 2008.17 30-90 Days IG-7 11553.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 48843.21 180 - 270 Days 6549.23 Open IG-8 799.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10910.92 180 - 270 Days 649.98 Open L-1 2093.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 72127.91 180 - 270 Days 5998.19 91-180 Days L-10 9352.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 49631.20 180 - 270 Days 978.34 Open L-11 6558.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83296.68 180 - 270 Days 7809.15 91-180 Days L-2 12264.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 30278.73 180 - 270 Days 1621.26 <30 Days L-3 1467.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23854.73 180 - 270 Days 1020.26 30-90 Days L-4 3565.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51063.13 180 - 270 Days 3532.76 91-180 Days L-5 6901.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100177.38 180 - 270 Days 4887.89 91-180 Days L-6 10096.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 66904.47 180 - 270 Days 5303.62 91-180 Days L-7 12855.09 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 95107.98 180 - 270 Days 6599.65 30-90 Days L-8 15793.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 81456.72 180 - 270 Days 1453.59 30-90 Days L-9 9233.21 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 89208.24 180 - 270 Days 6942.24 Open LC-1 2893.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85846.09 180 - 270 Days 8827.12 91-180 Days LC-2 5825.27 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 41026.69 180 - 270 Days 5075.18 Open N-1 4228.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 67791.92 180 - 270 Days 9475.68 <30 Days N-2 1588.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 60456.43 180 - 270 Days 3108.83 30-90 Days N-3 4760.62 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 80358.44 180 - 270 Days 8666.03 <30 Days N-4 6021.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99801.29 180 - 270 Days 14167.07 30-90 Days N-5 4975.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 100954.73 180 - 270 Days 14573.68 30-90 Days N-6 18292.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 49576.53 180 - 270 Days 1146.65 30-90 Days N-7 1245.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58664.87 180 - 270 Days 5833.03 Open P-1 6869.83 No Operations