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 22087.20 Day 29 3205.14 91-180 Days L-3 3896.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44227.11 Day 29 5303.06 30-90 Days L-4 5593.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75207.62 Day 29 2961.11 91-180 Days L-5 13413.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85533.60 Day 29 3056.15 <30 Days L-6 1202.98 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58354.74 Day 29 2197.25 <30 Days L-7 2770.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88924.24 Day 29 514.66 <30 Days L-8 5060.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82872.51 Day 29 7438.41 30-90 Days L-9 5031.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113215.95 Day 29 9405.09 Open LC-1 5364.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21287.76 Day 29 1048.73 <30 Days LC-2 782.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59753.75 Day 29 5986.90 91-180 Days N-1 10376.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13147.10 Day 29 1857.33 <30 Days N-2 2362.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52045.51 Day 29 3644.64 Open N-3 8789.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89574.22 Day 29 9883.94 <30 Days N-4 7914.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37256.96 Day 29 4520.15 30-90 Days N-5 3567.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60707.28 Day 29 5988.87 91-180 Days N-6 514.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109692.42 Day 29 15939.57 30-90 Days N-7 17849.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104069.31 Day 29 532.51 Open P-1 11358.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99353.01 Day 29 2839.38 Open P-2 15906.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104282.97 Day 29 14612.02 91-180 Days S-8 16949.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71232.78 Day 29 1367.91 <30 Days Y-1 2269.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8142.15 Day 29 38.73 30-90 Days Y-2 965.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106432.59 Day 29 9445.07 Open Y-3 14778.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18454.24 Day 29 1875.08 <30 Days Y-4 1181.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3297.76 Day 29 116.71 Open Z-1 650.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100271.67 Day 29 13864.50 91-180 Days A-2 659.90 No Risk Management