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 Small Business Yes 103115.23 >4 Yr <= 5 Yr 4974.85 <30 Days S-3 7408.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 99952.10 >4 Yr <= 5 Yr 10201.64 <30 Days S-4 3974.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 47679.94 >4 Yr <= 5 Yr 6510.89 30-90 Days S-5 4481.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 58091.76 >4 Yr <= 5 Yr 7883.93 91-180 Days S-6 11285.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 3198.45 >4 Yr <= 5 Yr 248.67 91-180 Days S-7 208.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 45547.97 >5 Yr 5614.27 <30 Days A-0-Q 5052.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 20359.55 >5 Yr 966.34 Open A-1-Q 898.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 1032.58 >5 Yr 106.91 91-180 Days A-2-Q 158.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 90877.31 >5 Yr 9627.60 Open A-3-Q 5312.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 19232.35 >5 Yr 823.22 91-180 Days A-4-Q 1022.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 76064.76 >5 Yr 11151.48 91-180 Days A-5-Q 4040.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 11473.77 >5 Yr 373.37 <30 Days CB-1-Q 149.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 22688.82 >5 Yr 2146.40 91-180 Days CB-2-Q 4531.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 84358.12 >5 Yr 8453.32 30-90 Days S-1-Q 9593.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 100439.17 >5 Yr 13439.43 Open S-2-Q 19707.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 21179.23 >5 Yr 36.03 30-90 Days S-3-Q 451.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 76025.40 >5 Yr 3261.13 <30 Days S-4-Q 12154.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 14426.52 >5 Yr 159.87 91-180 Days CB-3-Q 1517.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 45200.58 >5 Yr 3649.90 91-180 Days G-1-Q 348.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 625.56 >5 Yr 59.27 <30 Days G-2-Q 104.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 21472.77 >5 Yr 1863.45 30-90 Days G-3-Q 1196.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 2564.62 >5 Yr 309.39 <30 Days S-5-Q 435.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 48632.75 >5 Yr 748.99 Open S-6-Q 2949.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 78490.44 >5 Yr 3706.96 <30 Days S-7-Q 13182.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 10115.11 >5 Yr 673.35 <30 Days E-1-Q 626.63 Yes Liberty Capital Markets Inc. Finance