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 Other Supervised Non-Bank Financial Entity Yes 58211.99 Perpetual 2794.72 Open CB-3 9283.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 85073.18 Perpetual 12051.20 30-90 Days E-1 3562.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 18574.11 Perpetual 133.74 91-180 Days E-2 2725.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 5961.50 Perpetual 471.16 30-90 Days G-1 317.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 7556.78 Perpetual 987.36 30-90 Days G-2 331.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 102735.99 Perpetual 15029.11 Open G-3 1846.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 10553.29 Perpetual 291.82 91-180 Days IG-1 196.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 54967.68 Perpetual 4998.45 Open IG-2 7035.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 96126.56 Perpetual 13262.09 Open S-1 2876.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 22205.31 Perpetual 2733.91 30-90 Days S-2 1483.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 74517.20 Perpetual 10894.72 Open S-3 10340.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 75759.68 Perpetual 1228.35 91-180 Days S-4 8216.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 60414.01 Perpetual 2891.52 <30 Days S-5 5096.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 68328.69 Perpetual 5955.33 91-180 Days S-6 579.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 55707.98 Perpetual 2388.42 30-90 Days S-7 6841.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 14035.65 Open 98.28 91-180 Days A-0-Q 628.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 36830.06 Open 4928.09 Open A-1-Q 380.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 99843.87 Open 662.09 91-180 Days A-2-Q 11274.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 36930.21 Open 2573.20 Open A-3-Q 340.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 32171.89 Open 1339.59 91-180 Days A-4-Q 6288.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 72523.85 Open 3780.50 30-90 Days A-5-Q 12572.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 93048.24 Open 9029.42 30-90 Days CB-1-Q 16715.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 109948.05 Open 273.58 91-180 Days CB-2-Q 18661.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 1055.48 Open 115.62 <30 Days S-1-Q 71.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 94148.59 Open 2072.19 91-180 Days S-2-Q 16742.05 No Legal