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 Yes 35038.69 Open 4939.11 30-90 Days S-4 4489.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 76772.71 Open 9682.23 91-180 Days S-5 10698.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 17823.00 Open 981.37 30-90 Days S-6 2744.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 70366.21 Open 4412.32 Open S-7 10411.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 38433.44 Day 1 2645.74 91-180 Days A-0-Q 527.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 69802.44 Day 1 3647.05 <30 Days A-1-Q 12880.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 31379.66 Day 1 1175.57 30-90 Days A-2-Q 4812.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 20452.49 Day 1 1528.34 Open A-3-Q 1625.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 4430.98 Day 1 498.90 Open A-4-Q 72.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 23400.42 Day 1 2602.14 91-180 Days A-5-Q 1038.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 102961.35 Day 1 10675.27 Open CB-1-Q 5031.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 43054.24 Day 1 3444.18 <30 Days CB-2-Q 3499.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 56136.60 Day 1 1491.06 30-90 Days S-1-Q 809.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 106355.78 Day 1 7802.83 <30 Days S-2-Q 2483.39 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 60465.43 Day 1 5033.70 <30 Days S-3-Q 8888.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 86449.69 Day 1 7240.97 91-180 Days S-4-Q 6899.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 104397.67 Day 1 6510.58 91-180 Days CB-3-Q 16849.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 75951.36 Day 1 1013.49 <30 Days G-1-Q 10635.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 69688.52 Day 1 8618.16 Open G-2-Q 10009.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 50757.26 Day 1 6949.61 Open G-3-Q 1192.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 42522.66 Day 1 1636.98 91-180 Days S-5-Q 2081.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 60111.25 Day 1 7557.92 Open S-6-Q 9204.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 93400.69 Day 1 10006.10 <30 Days S-7-Q 5834.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 26169.69 Day 1 105.20 30-90 Days E-1-Q 4526.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 36571.82 Day 1 4458.59 Open E-2-Q 3430.20 No Finance