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 25788.79 Day 16 1519.63 <30 Days A-1-Q 113.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108436.56 Day 16 15422.62 Open A-2-Q 12843.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1313.74 Day 16 83.41 91-180 Days A-3-Q 86.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49344.86 Day 16 3896.51 30-90 Days A-4-Q 3646.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111498.10 Day 16 16279.72 <30 Days A-5-Q 1772.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55246.41 Day 16 1127.37 91-180 Days CB-1-Q 3188.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35319.93 Day 16 1375.57 Open CB-2-Q 527.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106404.28 Day 16 5197.59 <30 Days S-1-Q 8960.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89906.41 Day 16 11373.25 91-180 Days S-2-Q 17689.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8476.43 Day 16 988.11 Open S-3-Q 802.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84030.26 Day 16 6751.70 Open S-4-Q 5625.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30492.30 Day 16 4355.39 91-180 Days CB-3-Q 4496.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85782.26 Day 16 5481.27 <30 Days G-1-Q 5687.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7857.84 Day 16 1026.11 <30 Days G-2-Q 1059.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20045.01 Day 16 443.18 30-90 Days G-3-Q 3640.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16381.78 Day 16 1281.22 30-90 Days S-5-Q 77.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12301.77 Day 16 551.68 Open S-6-Q 246.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19468.57 Day 16 1378.99 <30 Days S-7-Q 2374.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91641.11 Day 16 5251.61 30-90 Days E-1-Q 3041.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14811.72 Day 16 776.33 30-90 Days E-2-Q 2014.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55242.34 Day 16 2498.00 30-90 Days IG-1-Q 10698.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48697.64 Day 16 2507.43 30-90 Days IG-2-Q 6252.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24354.97 Day 16 364.86 30-90 Days C-1 230.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55815.02 Day 16 7118.81 <30 Days CB-4 667.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81745.94 Day 16 9126.96 Open E-10 7324.17 Yes Liberty International Finance Ltd. Finance