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 12122.59 Day 32 955.92 30-90 Days G-1 828.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 136.48 Day 32 13.45 91-180 Days G-2 5.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57129.66 Day 32 2233.96 91-180 Days G-3 3458.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25370.48 Day 32 113.75 30-90 Days IG-1 969.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75621.80 Day 32 4951.21 30-90 Days IG-2 1442.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18113.47 Day 32 279.12 <30 Days S-1 3567.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106987.76 Day 32 10353.04 Open S-2 10786.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9108.94 Day 32 277.93 91-180 Days S-3 1230.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38718.22 Day 32 4771.82 Open S-4 6377.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19683.38 Day 32 1741.56 Open S-5 2938.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66781.90 Day 32 8288.67 <30 Days S-6 4915.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80358.66 Day 32 11073.67 91-180 Days S-7 4444.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84528.33 Day 33 9749.48 Open A-0-Q 15185.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49737.40 Day 33 7321.31 Open A-1-Q 9649.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107735.60 Day 33 8262.12 Open A-2-Q 15765.27 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15174.50 Day 33 1970.57 91-180 Days A-3-Q 2812.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106839.08 Day 33 12392.94 <30 Days A-4-Q 4159.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8680.24 Day 33 1296.19 30-90 Days A-5-Q 477.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105536.17 Day 33 15780.71 Open CB-1-Q 3032.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96699.01 Day 33 6917.30 Open CB-2-Q 2746.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86074.43 Day 33 4391.52 30-90 Days S-1-Q 4704.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105696.05 Day 33 3657.88 <30 Days S-2-Q 6553.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109890.68 Day 33 14886.78 30-90 Days S-3-Q 19709.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12748.45 Day 33 1168.86 30-90 Days S-4-Q 2089.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61992.35 Day 33 7222.91 30-90 Days CB-3-Q 10701.78 No Risk Management