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 22030.88 Day 3 1690.88 Open L-2 1327.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 59197.50 Day 3 7264.67 Open L-3 8538.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 72933.82 Day 3 10797.17 91-180 Days L-4 6593.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 36316.80 Day 3 3145.71 30-90 Days L-5 1215.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 59164.53 Day 3 8363.54 Open L-6 8647.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 92222.43 Day 3 12964.04 Open L-7 6417.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 58467.64 Day 3 6383.78 30-90 Days L-8 3864.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 85409.54 Day 3 4558.63 <30 Days L-9 5756.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 84991.94 Day 3 7693.52 91-180 Days LC-1 13441.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 4824.38 Day 3 351.29 <30 Days LC-2 140.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 33258.51 Day 3 4342.52 91-180 Days N-1 2441.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 62249.07 Day 3 5351.58 91-180 Days N-2 5339.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 34908.40 Day 3 4769.83 91-180 Days N-3 3029.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 113404.50 Day 3 781.55 <30 Days N-4 2455.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 35203.52 Day 3 5188.93 Open N-5 5285.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 67117.37 Day 3 2290.56 91-180 Days N-6 2665.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 19232.60 Day 3 1950.80 30-90 Days N-7 2573.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 50656.52 Day 3 7137.45 Open P-1 7335.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 39970.31 Day 3 4582.62 <30 Days P-2 2723.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 88163.82 Day 3 10835.27 <30 Days S-8 15751.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE Yes 105382.91 Day 3 1030.57 91-180 Days Y-1 10933.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 76194.23 Day 3 6382.29 91-180 Days Y-2 11298.39 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 58933.08 Day 3 975.67 <30 Days Y-3 7390.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 100542.20 Day 3 6419.43 91-180 Days Y-4 10390.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 91793.03 Day 3 3040.38 30-90 Days Z-1 7305.97 Yes Liberty Mortgage Services Corp. Operations