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 GSE Yes 9970.75 Open 1011.75 91-180 Days A-0-Q 213.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111420.96 Open 8490.54 30-90 Days A-1-Q 7574.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96740.56 Open 7345.53 30-90 Days A-2-Q 19325.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24289.24 Open 1850.54 91-180 Days A-3-Q 1638.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45531.45 Open 5696.34 Open A-4-Q 2032.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111474.53 Open 2161.04 <30 Days A-5-Q 15325.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27731.33 Open 2211.36 30-90 Days CB-1-Q 2027.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106371.87 Open 9838.20 30-90 Days CB-2-Q 7536.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69022.84 Open 3113.97 <30 Days S-1-Q 570.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49570.37 Open 2380.16 30-90 Days S-2-Q 9411.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80433.69 Open 8667.39 <30 Days S-3-Q 12127.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104332.20 Open 3784.34 <30 Days S-4-Q 5522.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34166.24 Open 3432.16 Open CB-3-Q 3861.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26206.75 Open 573.05 <30 Days G-1-Q 3185.46 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23860.31 Open 793.07 Open G-2-Q 4127.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95438.89 Open 7628.41 <30 Days G-3-Q 1297.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65202.65 Open 5721.15 30-90 Days S-5-Q 7906.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94444.46 Open 11311.44 30-90 Days S-6-Q 12995.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106484.03 Open 13109.07 <30 Days S-7-Q 14124.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35585.08 Open 3629.06 Open E-1-Q 1419.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60189.55 Open 1062.28 30-90 Days E-2-Q 8400.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91132.08 Open 12712.29 Open IG-1-Q 5264.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34943.22 Open 926.57 Open IG-2-Q 2904.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46368.25 Open 5630.24 91-180 Days C-1 6479.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92590.23 Open 7272.53 30-90 Days CB-4 15044.99 No Risk Management