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 85302.61 Day 10 6557.00 Open P-1 11703.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112429.41 Day 10 10884.69 91-180 Days P-2 20085.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24914.36 Day 10 2878.11 91-180 Days S-8 2070.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109127.37 Day 10 5702.18 91-180 Days Y-1 12323.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112039.52 Day 10 12140.13 Open Y-2 20232.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54218.48 Day 10 7115.39 91-180 Days Y-3 3370.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66044.94 Day 10 6498.71 91-180 Days Y-4 4780.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90087.89 Day 10 11761.20 Open Z-1 1382.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17457.06 Day 10 1736.25 30-90 Days A-2 1996.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68881.36 Day 10 1270.95 91-180 Days A-3 5716.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49892.41 Day 10 5150.50 30-90 Days A-4 9003.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6914.68 Day 10 763.16 30-90 Days A-5 417.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109040.55 Day 10 6608.82 91-180 Days CB-1 7516.15 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81691.53 Day 10 177.23 91-180 Days CB-2 7248.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93779.87 Day 10 7399.92 Open CB-3 11202.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85374.62 Day 10 11979.52 91-180 Days E-1 16949.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62545.27 Day 10 2548.38 30-90 Days E-2 5505.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49660.39 Day 10 5305.99 Open G-1 7441.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3655.96 Day 10 251.53 30-90 Days G-2 52.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6631.23 Day 10 935.99 30-90 Days G-3 1090.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112506.68 Day 10 13586.91 Open IG-1 397.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47995.98 Day 10 2443.21 30-90 Days IG-2 3033.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43629.87 Day 10 75.76 91-180 Days S-1 3860.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14777.44 Day 10 240.43 Open S-2 2824.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74832.44 Day 10 5923.87 Open S-3 13076.03 Yes Liberty Wealth Management LLC Finance