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 30912.49 Day 10 761.45 91-180 Days S-4 973.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46986.17 Day 10 293.93 <30 Days S-5 677.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38648.23 Day 10 1971.57 30-90 Days S-6 6049.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75447.74 Day 10 6.03 30-90 Days S-7 6283.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93110.52 Day 11 9120.11 <30 Days A-0-Q 5707.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9144.72 Day 11 755.50 30-90 Days A-1-Q 751.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68097.30 Day 11 8057.21 <30 Days A-2-Q 8572.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64509.24 Day 11 6911.51 Open A-3-Q 3102.08 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71863.57 Day 11 9927.88 <30 Days A-4-Q 3772.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55836.51 Day 11 7193.06 Open A-5-Q 4030.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2174.71 Day 11 219.17 30-90 Days CB-1-Q 321.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8303.18 Day 11 930.60 <30 Days CB-2-Q 437.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67592.19 Day 11 8569.07 <30 Days S-1-Q 575.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21739.68 Day 11 447.89 91-180 Days S-2-Q 1451.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90730.59 Day 11 9587.23 91-180 Days S-3-Q 7058.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59377.05 Day 11 275.12 91-180 Days S-4-Q 11705.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36333.87 Day 11 4533.11 Open CB-3-Q 4623.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49154.33 Day 11 1483.03 30-90 Days G-1-Q 4803.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23399.45 Day 11 2868.68 30-90 Days G-2-Q 2404.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27193.81 Day 11 2572.93 <30 Days G-3-Q 803.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15314.90 Day 11 1243.02 91-180 Days S-5-Q 478.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17224.64 Day 11 616.75 <30 Days S-6-Q 2731.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80401.46 Day 11 2347.77 30-90 Days S-7-Q 12024.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112126.99 Day 11 1070.69 91-180 Days E-1-Q 5085.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29367.05 Day 11 3119.16 <30 Days E-2-Q 1099.51 Yes Liberty Mortgage Services Corp. Risk Management