Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 12283.39 Day 32 1070.54 91-180 Days LC-2 1241.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1095.05 Day 32 72.53 91-180 Days N-1 202.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71564.92 Day 32 7694.24 30-90 Days N-2 8671.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105462.34 Day 32 6376.82 91-180 Days N-3 18026.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32462.30 Day 32 344.19 91-180 Days N-4 14.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73036.81 Day 32 3345.92 Open N-5 10220.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98695.06 Day 32 1251.66 Open N-6 15085.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66856.20 Day 32 8825.76 Open N-7 3163.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36430.79 Day 32 373.83 <30 Days P-1 5526.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99660.05 Day 32 895.05 <30 Days P-2 15895.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8122.50 Day 32 1197.68 91-180 Days S-8 1381.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24649.92 Day 32 748.44 <30 Days Y-1 342.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29196.22 Day 32 4030.75 <30 Days Y-2 3452.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44078.63 Day 32 146.88 91-180 Days Y-3 1988.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3841.57 Day 32 396.21 91-180 Days Y-4 444.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83101.27 Day 32 9673.37 91-180 Days Z-1 13496.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22673.33 Day 32 1821.74 Open A-2 2159.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22301.35 Day 32 2299.68 Open A-3 3322.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65747.18 Day 32 8056.80 30-90 Days A-4 12987.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101049.07 Day 32 1668.25 91-180 Days A-5 8580.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25430.03 Day 32 3176.42 91-180 Days CB-1 2510.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68586.21 Day 32 2539.13 Open CB-2 10176.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47680.51 Day 32 389.09 Open CB-3 2901.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16489.76 Day 32 406.40 <30 Days E-1 1228.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5804.41 Day 32 110.18 Open E-2 1120.37 No Finance