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 105346.09 Day 51 455.18 91-180 Days S-5 7213.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99075.33 Day 51 229.19 <30 Days S-6 10106.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51058.61 Day 51 5998.49 <30 Days S-7 6309.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19710.87 Day 52 1263.06 <30 Days A-0-Q 2620.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65593.27 Day 52 3118.58 91-180 Days A-1-Q 9831.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42729.08 Day 52 1532.31 30-90 Days A-2-Q 8200.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28107.01 Day 52 3114.02 91-180 Days A-3-Q 3910.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80302.05 Day 52 11766.40 <30 Days A-4-Q 534.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16378.59 Day 52 2443.65 <30 Days A-5-Q 2497.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89900.81 Day 52 12486.08 Open CB-1-Q 3911.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91296.86 Day 52 12473.91 91-180 Days CB-2-Q 12422.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34073.59 Day 52 3101.78 Open S-1-Q 6292.84 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67618.51 Day 52 5397.58 Open S-2-Q 3785.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99957.86 Day 52 11534.77 Open S-3-Q 8263.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51138.41 Day 52 848.52 Open S-4-Q 8125.79 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11105.00 Day 52 1372.90 30-90 Days CB-3-Q 1927.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96597.75 Day 52 2107.08 91-180 Days G-1-Q 17941.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109768.76 Day 52 15123.61 <30 Days G-2-Q 7489.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82075.73 Day 52 8715.81 Open G-3-Q 8960.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106421.38 Day 52 4502.70 91-180 Days S-5-Q 11576.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38318.98 Day 52 3865.63 91-180 Days S-6-Q 96.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43708.53 Day 52 948.29 91-180 Days S-7-Q 2809.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67538.76 Day 52 9646.14 <30 Days E-1-Q 8501.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23263.25 Day 52 787.22 Open E-2-Q 3181.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87944.00 Day 52 12436.37 30-90 Days IG-1-Q 132.01 Yes Liberty Wealth Management LLC Operations