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 Debt Issuing SPE No 25739.40 Open 1086.73 30-90 Days S-3-Q 4377.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 79619.05 Open 7557.66 <30 Days S-4-Q 3946.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 7906.97 Open 58.35 30-90 Days CB-3-Q 502.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 14513.70 Open 1401.88 30-90 Days G-1-Q 1874.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 63747.61 Open 1921.69 Open G-2-Q 1522.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 75942.26 Open 9658.50 Open G-3-Q 4575.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 85655.51 Open 3155.37 <30 Days S-5-Q 3169.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 18056.18 Open 1197.41 <30 Days S-6-Q 2912.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 84197.62 Open 4334.69 Open S-7-Q 14787.43 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 98802.63 Open 2602.50 91-180 Days E-1-Q 13660.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 100043.13 Open 11549.52 <30 Days E-2-Q 443.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 106064.63 Open 14769.01 30-90 Days IG-1-Q 20480.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 69701.75 Open 10167.49 30-90 Days IG-2-Q 12162.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 83231.43 Open 10135.18 30-90 Days C-1 13161.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 22104.06 Open 3295.30 30-90 Days CB-4 999.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 10388.40 Open 231.65 Open E-10 13.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 14211.59 Open 199.15 30-90 Days E-3 1130.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 50450.99 Open 5522.71 30-90 Days E-4 7243.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 78183.13 Open 4966.72 91-180 Days E-5 15359.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 108263.10 Open 3778.79 <30 Days E-6 11124.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 90812.65 Open 5889.68 30-90 Days E-7 2896.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 45696.56 Open 4982.36 30-90 Days E-8 3927.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 72706.88 Open 10881.21 30-90 Days E-9 13609.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 96911.62 Open 13305.89 <30 Days G-4 13847.63 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 78276.12 Open 1010.41 30-90 Days IG-3 14357.84 Yes Liberty International Finance Ltd. Risk Management