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 Yes 89380.79 271 - 364 Days 12446.51 <30 Days L-6 5228.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10972.28 271 - 364 Days 925.87 <30 Days L-7 97.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 76875.57 271 - 364 Days 2179.91 30-90 Days L-8 2515.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 54368.73 271 - 364 Days 1368.18 30-90 Days L-9 1360.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79790.97 271 - 364 Days 10430.57 <30 Days LC-1 1937.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 55031.29 271 - 364 Days 8230.23 91-180 Days LC-2 9996.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 78874.51 271 - 364 Days 7767.19 Open N-1 21.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 45492.60 271 - 364 Days 3472.98 91-180 Days N-2 3235.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 80108.89 271 - 364 Days 11141.39 91-180 Days N-3 4353.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 8842.71 271 - 364 Days 961.88 91-180 Days N-4 182.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 3023.63 271 - 364 Days 2.02 91-180 Days N-5 246.71 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 68109.68 271 - 364 Days 2037.13 30-90 Days N-6 11327.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 82563.19 271 - 364 Days 5722.81 <30 Days N-7 8116.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 18283.96 271 - 364 Days 2324.75 91-180 Days P-1 181.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 71456.34 271 - 364 Days 8301.47 <30 Days P-2 5543.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38450.63 271 - 364 Days 5526.65 30-90 Days S-8 450.13 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 89942.99 271 - 364 Days 1103.86 Open Y-1 11517.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 6383.18 271 - 364 Days 571.06 91-180 Days Y-2 632.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 17261.96 271 - 364 Days 1597.63 <30 Days Y-3 548.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 66282.90 271 - 364 Days 5343.39 30-90 Days Y-4 4876.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 40733.99 271 - 364 Days 4157.86 91-180 Days Z-1 2782.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 54685.69 271 - 364 Days 364.99 Open A-2 4652.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 106868.21 271 - 364 Days 225.69 91-180 Days A-3 15845.35 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 19389.05 271 - 364 Days 2187.80 91-180 Days A-4 351.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107259.53 271 - 364 Days 6128.11 91-180 Days A-5 6546.41 No Legal