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 Non-Financial Corporate No 103988.62 91 - 120 Days 10340.83 Open N-5 4631.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 73979.59 91 - 120 Days 2407.50 30-90 Days N-6 3316.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 62258.01 91 - 120 Days 6949.70 30-90 Days N-7 3627.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 39805.14 91 - 120 Days 4447.72 30-90 Days P-1 7381.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 29064.31 91 - 120 Days 3588.76 30-90 Days P-2 802.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18820.07 91 - 120 Days 1347.71 30-90 Days S-8 2839.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 101431.91 91 - 120 Days 14191.24 <30 Days Y-1 4177.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 48048.02 91 - 120 Days 1435.00 Open Y-2 9390.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102218.52 91 - 120 Days 2730.42 91-180 Days Y-3 7641.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12665.42 91 - 120 Days 1883.70 30-90 Days Y-4 1053.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 7011.46 91 - 120 Days 27.83 91-180 Days Z-1 1383.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 52831.87 91 - 120 Days 7836.12 91-180 Days A-2 6218.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 940.18 91 - 120 Days 36.58 91-180 Days A-3 48.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 86363.01 91 - 120 Days 8391.86 30-90 Days A-4 11477.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 82295.27 91 - 120 Days 6010.54 <30 Days A-5 5258.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 63893.28 91 - 120 Days 7679.97 91-180 Days CB-1 3137.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 10667.88 91 - 120 Days 79.11 30-90 Days CB-2 432.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88313.02 91 - 120 Days 7131.28 Open CB-3 10275.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 67399.96 91 - 120 Days 6751.58 30-90 Days E-1 6904.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 84497.54 91 - 120 Days 7054.60 <30 Days E-2 6722.99 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 53944.83 91 - 120 Days 5210.77 30-90 Days G-1 4799.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 60804.57 91 - 120 Days 7280.06 91-180 Days G-2 8036.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 80251.16 91 - 120 Days 8803.15 Open G-3 9142.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 77878.00 91 - 120 Days 4249.98 <30 Days IG-1 4852.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 46903.16 91 - 120 Days 2222.77 91-180 Days IG-2 8698.96 No Treasury