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 753.47 Day 24 63.58 91-180 Days IG-8 5.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70571.88 Day 24 2207.67 <30 Days L-1 13123.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46847.14 Day 24 4314.04 <30 Days L-10 8797.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95480.74 Day 24 7680.78 <30 Days L-11 14746.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56217.09 Day 24 5246.21 <30 Days L-2 9063.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34039.88 Day 24 3102.09 <30 Days L-3 2560.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99292.44 Day 24 9695.55 Open L-4 17731.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14053.67 Day 24 701.15 Open L-5 1854.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42552.26 Day 24 2007.70 Open L-6 1607.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17619.52 Day 24 1426.16 91-180 Days L-7 676.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83019.04 Day 24 7268.36 30-90 Days L-8 12596.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15252.40 Day 24 74.18 91-180 Days L-9 2698.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32101.44 Day 24 3468.01 Open LC-1 5356.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102203.68 Day 24 8251.55 <30 Days LC-2 15857.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38094.86 Day 24 3002.45 30-90 Days N-1 1103.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83980.59 Day 24 4586.47 30-90 Days N-2 6161.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2272.31 Day 24 48.34 30-90 Days N-3 116.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96724.17 Day 24 8869.89 91-180 Days N-4 2886.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82427.64 Day 24 3530.55 <30 Days N-5 10793.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93224.70 Day 24 9473.35 Open N-6 1332.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113133.07 Day 24 10912.24 30-90 Days N-7 1428.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78362.70 Day 24 241.26 30-90 Days P-1 8560.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62145.54 Day 24 6273.81 <30 Days P-2 8430.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10861.36 Day 24 343.67 30-90 Days S-8 556.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40467.77 Day 24 705.67 91-180 Days Y-1 5499.04 Yes Liberty Capital Markets Inc. Risk Management