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 Yes 30682.84 Day 51 3379.61 30-90 Days IG-5 5980.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75071.33 Day 51 5011.44 30-90 Days IG-6 14495.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23902.77 Day 51 2972.15 91-180 Days IG-7 521.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103531.47 Day 51 5277.43 Open IG-8 16755.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2527.10 Day 51 191.56 30-90 Days L-1 189.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96392.16 Day 51 511.86 30-90 Days L-10 8463.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34895.62 Day 51 5139.39 30-90 Days L-11 3185.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36850.47 Day 51 832.77 30-90 Days L-2 2868.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89863.76 Day 51 10706.27 91-180 Days L-3 360.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62471.24 Day 51 7539.26 91-180 Days L-4 4863.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113524.83 Day 51 1007.65 91-180 Days L-5 5860.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94568.88 Day 51 3836.57 30-90 Days L-6 7589.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110480.14 Day 51 12242.83 <30 Days L-7 2451.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105831.00 Day 51 1115.59 91-180 Days L-8 9568.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52989.20 Day 51 5625.69 30-90 Days L-9 1762.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37589.01 Day 51 4054.17 <30 Days LC-1 4857.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11852.63 Day 51 346.44 Open LC-2 72.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89666.51 Day 51 8601.04 <30 Days N-1 10476.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92713.66 Day 51 10179.40 <30 Days N-2 12425.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9737.16 Day 51 1404.73 30-90 Days N-3 760.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96840.29 Day 51 4256.92 Open N-4 16661.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26566.48 Day 51 3023.29 30-90 Days N-5 3598.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46615.60 Day 51 4372.86 30-90 Days N-6 1204.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111632.40 Day 51 13248.22 91-180 Days N-7 1723.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19364.12 Day 51 2525.65 30-90 Days P-1 836.85 Yes Liberty Mortgage Services Corp. Legal