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 GSE No 81751.11 Day 3 10337.91 91-180 Days S-2 2749.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29011.20 Day 3 2602.17 Open S-3 3940.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10116.14 Day 3 1110.72 Open S-4 714.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14236.03 Day 3 1005.94 91-180 Days S-5 2705.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46740.11 Day 3 614.79 <30 Days S-6 4829.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107818.90 Day 3 1722.20 91-180 Days S-7 3769.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108236.75 Day 4 2129.04 Open A-0-Q 891.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30151.25 Day 4 1449.32 <30 Days A-1-Q 4096.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59501.71 Day 4 7667.91 Open A-2-Q 9652.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81096.41 Day 4 6588.54 30-90 Days A-3-Q 11126.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39787.51 Day 4 5610.71 30-90 Days A-4-Q 4542.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104249.39 Day 4 7214.56 Open A-5-Q 11479.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93620.14 Day 4 2858.03 <30 Days CB-1-Q 17404.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73615.91 Day 4 8339.74 91-180 Days CB-2-Q 9300.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89316.85 Day 4 12987.80 <30 Days S-1-Q 14156.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18336.36 Day 4 420.83 Open S-2-Q 1858.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21577.74 Day 4 868.10 Open S-3-Q 1568.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80550.54 Day 4 898.40 Open S-4-Q 11797.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29522.81 Day 4 275.60 91-180 Days CB-3-Q 5207.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33980.41 Day 4 2186.56 30-90 Days G-1-Q 717.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31856.52 Day 4 2850.33 30-90 Days G-2-Q 2223.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96608.01 Day 4 13966.97 30-90 Days G-3-Q 15360.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 601.54 Day 4 70.47 <30 Days S-5-Q 12.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92317.60 Day 4 9382.40 Open S-6-Q 6625.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6411.27 Day 4 673.00 91-180 Days S-7-Q 1245.99 No Risk Management