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 Yes 62594.28 75 - 82 Days 5229.59 91-180 Days P-1 963.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21166.68 75 - 82 Days 692.69 30-90 Days P-2 1961.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 70837.23 75 - 82 Days 3563.40 <30 Days S-8 5181.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 105883.44 75 - 82 Days 14179.17 Open Y-1 3453.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102906.60 75 - 82 Days 12334.18 91-180 Days Y-2 15264.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 26470.88 75 - 82 Days 2510.93 Open Y-3 2501.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 40392.89 75 - 82 Days 763.11 30-90 Days Y-4 6191.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77465.25 75 - 82 Days 9003.16 <30 Days Z-1 3411.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 42299.40 75 - 82 Days 208.82 <30 Days A-2 1105.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 8577.32 75 - 82 Days 178.76 30-90 Days A-3 360.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 20509.08 75 - 82 Days 38.78 Open A-4 3479.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 25297.99 75 - 82 Days 2790.11 Open A-5 657.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 70843.99 75 - 82 Days 7923.55 <30 Days CB-1 9251.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 80568.29 75 - 82 Days 5854.01 <30 Days CB-2 10164.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 35715.62 75 - 82 Days 2834.31 91-180 Days CB-3 2637.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 19781.70 75 - 82 Days 2920.97 91-180 Days E-1 2264.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 106952.71 75 - 82 Days 15724.90 91-180 Days E-2 4815.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91104.38 75 - 82 Days 1149.09 30-90 Days G-1 9228.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 36219.06 75 - 82 Days 2787.08 Open G-2 6465.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 24841.13 75 - 82 Days 3580.03 Open G-3 2735.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 7667.90 75 - 82 Days 146.02 30-90 Days IG-1 1366.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 92345.65 75 - 82 Days 11564.02 91-180 Days IG-2 16759.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 41371.15 75 - 82 Days 1118.00 30-90 Days S-1 5406.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 88184.95 75 - 82 Days 9026.34 91-180 Days S-2 3566.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108161.30 75 - 82 Days 3210.26 <30 Days S-3 8227.95 Yes Liberty Mortgage Services Corp. Finance