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 72675.37 Day 40 5960.83 Open Y-3 3978.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66565.75 Day 40 9896.04 Open Y-4 12155.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87840.64 Day 40 9003.83 30-90 Days Z-1 5999.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58362.39 Day 40 362.78 <30 Days A-2 1642.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50187.56 Day 40 3271.73 30-90 Days A-3 9066.82 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31395.08 Day 40 3012.30 <30 Days A-4 6083.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110152.60 Day 40 5093.90 <30 Days A-5 15924.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45720.72 Day 40 1572.42 <30 Days CB-1 7679.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82195.40 Day 40 5583.25 91-180 Days CB-2 11797.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75158.88 Day 40 6757.96 <30 Days CB-3 6301.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88066.02 Day 40 1316.32 Open E-1 7226.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25404.50 Day 40 841.06 Open E-2 74.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38683.18 Day 40 699.99 <30 Days G-1 1986.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61565.66 Day 40 865.33 30-90 Days G-2 6254.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69269.72 Day 40 7234.86 Open G-3 5773.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73436.85 Day 40 2484.49 91-180 Days IG-1 2244.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40334.44 Day 40 693.41 <30 Days IG-2 1635.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25940.45 Day 40 2460.90 30-90 Days S-1 3813.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51986.80 Day 40 4003.62 91-180 Days S-2 2969.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80578.90 Day 40 1620.37 91-180 Days S-3 8121.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24680.53 Day 40 722.29 91-180 Days S-4 1207.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66843.67 Day 40 8366.92 30-90 Days S-5 9745.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52842.15 Day 40 4824.98 30-90 Days S-6 5475.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8801.05 Day 40 233.35 30-90 Days S-7 832.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62597.28 Day 41 543.87 30-90 Days A-0-Q 11075.61 No Treasury