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 76290.09 Day 51 7404.70 91-180 Days S-4-Q 7943.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99805.65 Day 51 12183.15 91-180 Days CB-3-Q 12541.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7906.59 Day 51 737.96 <30 Days G-1-Q 1558.40 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56291.27 Day 51 8417.20 <30 Days G-2-Q 596.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111503.61 Day 51 6438.30 30-90 Days G-3-Q 1649.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47238.72 Day 51 6289.96 91-180 Days S-5-Q 620.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94503.83 Day 51 10212.86 Open S-6-Q 2347.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64774.91 Day 51 3299.00 91-180 Days S-7-Q 4620.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15988.39 Day 51 2362.03 <30 Days E-1-Q 303.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9713.64 Day 51 50.40 <30 Days E-2-Q 1757.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53722.92 Day 51 4942.01 30-90 Days IG-1-Q 5712.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3743.56 Day 51 420.90 <30 Days IG-2-Q 542.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57454.71 Day 51 7913.95 91-180 Days C-1 7724.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78722.64 Day 51 3006.88 Open CB-4 2264.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77301.22 Day 51 9505.23 Open E-10 3647.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75166.26 Day 51 669.32 91-180 Days E-3 4844.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95284.30 Day 51 3108.75 Open E-4 3986.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104538.06 Day 51 12113.10 30-90 Days E-5 3548.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85027.03 Day 51 912.18 <30 Days E-6 6.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49719.58 Day 51 4200.14 Open E-7 4619.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58684.47 Day 51 4575.79 <30 Days E-8 298.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11511.57 Day 51 182.48 91-180 Days E-9 271.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60843.87 Day 51 6501.82 30-90 Days G-4 11451.60 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43766.72 Day 51 3973.54 <30 Days IG-3 1558.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12894.03 Day 51 1927.28 Open IG-4 1108.61 No Risk Management