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 1752.49 180 - 270 Days 133.47 Open L-1 39.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 110718.43 180 - 270 Days 11075.62 30-90 Days L-10 9539.10 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 63082.14 180 - 270 Days 8725.41 Open L-11 3182.43 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21462.98 180 - 270 Days 2299.82 30-90 Days L-2 404.40 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 29185.63 180 - 270 Days 3851.61 <30 Days L-3 2348.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 111430.78 180 - 270 Days 14444.22 Open L-4 5695.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 35903.56 180 - 270 Days 4872.72 91-180 Days L-5 614.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96852.28 180 - 270 Days 13523.22 91-180 Days L-6 18699.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 97042.82 180 - 270 Days 9046.48 <30 Days L-7 6777.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 32793.81 180 - 270 Days 1489.41 Open L-8 2708.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 79045.78 180 - 270 Days 2069.81 91-180 Days L-9 5388.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9624.35 180 - 270 Days 379.24 30-90 Days LC-1 614.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59703.85 180 - 270 Days 991.88 30-90 Days LC-2 3377.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 29285.04 180 - 270 Days 3538.49 30-90 Days N-1 1651.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 89483.67 180 - 270 Days 12940.76 Open N-2 14686.72 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 951.57 180 - 270 Days 131.72 Open N-3 7.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 31850.72 180 - 270 Days 3568.19 <30 Days N-4 5059.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 107846.95 180 - 270 Days 11429.93 <30 Days N-5 17899.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 64670.88 180 - 270 Days 2186.70 Open N-6 5268.49 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 49647.13 180 - 270 Days 7348.52 <30 Days N-7 342.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 75908.81 180 - 270 Days 291.89 91-180 Days P-1 7685.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96486.63 180 - 270 Days 4050.34 91-180 Days P-2 17663.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61344.35 180 - 270 Days 2672.40 <30 Days S-8 2627.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74145.51 180 - 270 Days 10385.18 30-90 Days Y-1 13994.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 20837.55 180 - 270 Days 1335.22 91-180 Days Y-2 433.45 Yes Liberty International Finance Ltd. Risk Management