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 Sovereign No 39158.96 Day 11 2344.65 Open CB-4 7216.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85977.64 Day 11 7410.98 30-90 Days E-10 3412.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86756.72 Day 11 1452.75 <30 Days E-3 6694.97 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53457.38 Day 11 5148.92 Open E-4 9914.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81009.85 Day 11 2962.40 Open E-5 9234.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36943.00 Day 11 4455.38 <30 Days E-6 2522.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60490.69 Day 11 7724.74 30-90 Days E-7 9233.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68951.61 Day 11 2822.17 30-90 Days E-8 1918.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66586.49 Day 11 6255.67 30-90 Days E-9 325.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96241.37 Day 11 9072.08 91-180 Days G-4 13289.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67681.45 Day 11 2300.63 <30 Days IG-3 7242.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52413.41 Day 11 4305.24 <30 Days IG-4 3106.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112646.13 Day 11 5787.82 91-180 Days IG-5 3785.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63716.96 Day 11 6784.29 30-90 Days IG-6 4529.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8691.15 Day 11 21.32 30-90 Days IG-7 394.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14210.30 Day 11 639.43 30-90 Days IG-8 416.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35498.28 Day 11 4521.08 30-90 Days L-1 5424.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91375.51 Day 11 9605.71 <30 Days L-10 2253.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50245.61 Day 11 4165.78 91-180 Days L-11 9123.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58360.67 Day 11 8181.66 91-180 Days L-2 1865.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61622.84 Day 11 4159.20 30-90 Days L-3 4321.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21323.00 Day 11 0.29 91-180 Days L-4 3290.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62882.15 Day 11 3727.27 <30 Days L-5 11769.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3566.53 Day 11 437.74 Open L-6 557.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100601.21 Day 11 8289.07 <30 Days L-7 9683.74 No Treasury