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 No 50362.30 Day 14 1454.88 91-180 Days E-6 4988.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85226.65 Day 14 11931.82 91-180 Days E-7 10085.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 664.67 Day 14 13.87 <30 Days E-8 48.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10871.56 Day 14 1431.19 30-90 Days E-9 891.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53930.15 Day 14 7030.82 91-180 Days G-4 3696.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95817.22 Day 14 12269.69 Open IG-3 6429.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54323.41 Day 14 5660.50 Open IG-4 4328.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111967.84 Day 14 16469.60 Open IG-5 8813.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105111.97 Day 14 7228.28 91-180 Days IG-6 12617.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11958.60 Day 14 1510.50 91-180 Days IG-7 1249.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9857.91 Day 14 118.33 <30 Days IG-8 552.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100413.96 Day 14 1621.33 Open L-1 4393.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55734.24 Day 14 5815.73 Open L-10 10021.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90096.65 Day 14 10978.78 Open L-11 12446.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11972.04 Day 14 323.91 91-180 Days L-2 1488.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51940.90 Day 14 5989.40 Open L-3 6356.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7500.71 Day 14 591.91 Open L-4 506.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66348.46 Day 14 1818.64 <30 Days L-5 4227.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64273.29 Day 14 1047.94 Open L-6 3917.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46419.33 Day 14 2970.04 91-180 Days L-7 697.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93344.50 Day 14 353.39 <30 Days L-8 5390.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17029.77 Day 14 564.24 <30 Days L-9 624.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3135.05 Day 14 43.08 Open LC-1 123.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104256.76 Day 14 1279.10 91-180 Days LC-2 11122.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35832.27 Day 14 5292.91 91-180 Days N-1 2621.07 Yes Liberty International Finance Ltd. Finance