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 75216.78 Day 27 10983.98 30-90 Days IG-2-Q 12988.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31577.07 Day 27 1917.00 Open C-1 604.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100322.73 Day 27 280.09 <30 Days CB-4 17542.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47922.30 Day 27 6680.94 91-180 Days E-10 590.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100011.70 Day 27 2828.20 91-180 Days E-3 8444.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92021.80 Day 27 13650.59 91-180 Days E-4 1079.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10546.77 Day 27 241.71 91-180 Days E-5 1774.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60920.62 Day 27 7445.84 Open E-6 1421.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40340.72 Day 27 4578.77 30-90 Days E-7 7662.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14930.49 Day 27 1311.05 30-90 Days E-8 2288.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88653.68 Day 27 8509.35 30-90 Days E-9 3618.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43932.36 Day 27 515.96 30-90 Days G-4 996.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108653.95 Day 27 250.54 91-180 Days IG-3 1620.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45947.77 Day 27 1708.84 30-90 Days IG-4 5922.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64299.40 Day 27 3424.87 Open IG-5 6694.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99352.80 Day 27 636.44 <30 Days IG-6 6632.52 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62842.09 Day 27 8569.87 <30 Days IG-7 10433.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99490.84 Day 27 1093.12 30-90 Days IG-8 14986.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80084.23 Day 27 11203.16 30-90 Days L-1 13931.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58166.35 Day 27 2159.72 <30 Days L-10 3346.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23332.72 Day 27 173.39 Open L-11 1294.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90976.02 Day 27 1395.61 91-180 Days L-2 8267.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100661.43 Day 27 3018.77 91-180 Days L-3 15622.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13754.02 Day 27 1188.10 30-90 Days L-4 81.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28925.20 Day 27 3814.63 30-90 Days L-5 1618.89 No Risk Management