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 Non-Financial Corporate No 6256.15 Day 49 609.53 30-90 Days IG-2 999.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 57004.14 Day 49 280.91 <30 Days S-1 11174.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77939.08 Day 49 4737.72 Open S-2 8857.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9077.41 Day 49 974.00 30-90 Days S-3 541.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 23478.49 Day 49 2814.85 30-90 Days S-4 2551.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 3216.51 Day 49 289.09 91-180 Days S-5 190.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96807.34 Day 49 4143.69 30-90 Days S-6 16670.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 43896.75 Day 49 3755.93 Open S-7 3972.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 101351.12 Day 50 278.95 Open A-0-Q 7132.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 112300.31 Day 50 5241.96 <30 Days A-1-Q 4182.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 10313.08 Day 50 1487.03 91-180 Days A-2-Q 1692.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 17127.56 Day 50 557.92 30-90 Days A-3-Q 2201.20 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 5527.54 Day 50 217.84 91-180 Days A-4-Q 928.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 37777.20 Day 50 395.12 91-180 Days A-5-Q 2957.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56911.00 Day 50 6762.94 91-180 Days CB-1-Q 11304.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 37753.16 Day 50 4632.03 91-180 Days CB-2-Q 715.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 72468.44 Day 50 6407.29 <30 Days S-1-Q 13938.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 103980.49 Day 50 5210.72 30-90 Days S-2-Q 12652.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 83601.79 Day 50 623.48 Open S-3-Q 13770.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 89418.98 Day 50 9078.98 <30 Days S-4-Q 1414.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 13133.55 Day 50 757.85 <30 Days CB-3-Q 2306.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 100156.18 Day 50 7862.36 30-90 Days G-1-Q 3842.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 54602.42 Day 50 7059.85 91-180 Days G-2-Q 7910.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 32172.66 Day 50 973.29 <30 Days G-3-Q 5575.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 15429.75 Day 50 1148.25 <30 Days S-5-Q 2944.21 Yes Liberty International Finance Ltd. Risk Management