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 60846.48 Day 56 302.56 Open S-2 9510.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52976.03 Day 56 4900.08 Open S-3 10496.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 101701.13 Day 56 6080.73 91-180 Days S-4 3685.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 5188.26 Day 56 81.88 30-90 Days S-5 40.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74818.35 Day 56 5470.24 91-180 Days S-6 10462.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97460.93 Day 56 4980.68 Open S-7 5333.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 98562.40 Day 57 5593.46 30-90 Days A-0-Q 14867.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 37932.26 Day 57 384.30 <30 Days A-1-Q 3944.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 99072.65 Day 57 1485.15 <30 Days A-2-Q 126.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77784.32 Day 57 10084.13 30-90 Days A-3-Q 1700.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56955.81 Day 57 4508.75 30-90 Days A-4-Q 5114.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99375.84 Day 57 14541.25 Open A-5-Q 2751.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 82345.81 Day 57 12345.47 <30 Days CB-1-Q 8367.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 90575.34 Day 57 12282.25 91-180 Days CB-2-Q 4017.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 41317.13 Day 57 5647.80 Open S-1-Q 3485.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33247.18 Day 57 3237.39 91-180 Days S-2-Q 1707.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 19466.22 Day 57 1766.51 <30 Days S-3-Q 1055.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 92803.00 Day 57 9111.73 91-180 Days S-4-Q 4699.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 55679.22 Day 57 1807.05 Open CB-3-Q 8069.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30415.20 Day 57 2143.26 30-90 Days G-1-Q 6008.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 70816.22 Day 57 5754.41 91-180 Days G-2-Q 4671.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 82801.01 Day 57 2800.85 <30 Days G-3-Q 2333.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34207.54 Day 57 3316.79 Open S-5-Q 1547.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 12885.97 Day 57 1354.08 <30 Days S-6-Q 525.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 26161.24 Day 57 3101.90 30-90 Days S-7-Q 2191.04 No Legal