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 30632.77 Day 55 4235.08 91-180 Days A-5-Q 409.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65957.81 Day 55 146.17 30-90 Days CB-1-Q 11090.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36385.10 Day 55 2682.27 30-90 Days CB-2-Q 1386.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75030.81 Day 55 6385.28 30-90 Days S-1-Q 11102.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110299.42 Day 55 1517.24 30-90 Days S-2-Q 14335.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8320.88 Day 55 641.38 <30 Days S-3-Q 1399.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85423.43 Day 55 6670.45 Open S-4-Q 13084.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109462.97 Day 55 7382.21 <30 Days CB-3-Q 3536.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71368.27 Day 55 4598.51 <30 Days G-1-Q 1297.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60596.25 Day 55 5342.81 30-90 Days G-2-Q 11441.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41944.01 Day 55 1347.23 30-90 Days G-3-Q 8364.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13221.36 Day 55 1527.76 Open S-5-Q 2068.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70669.20 Day 55 9192.29 Open S-6-Q 6765.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90598.90 Day 55 2321.92 Open S-7-Q 3825.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19388.11 Day 55 2907.42 91-180 Days E-1-Q 3345.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66075.51 Day 55 7608.85 <30 Days E-2-Q 2566.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84831.44 Day 55 1956.98 30-90 Days IG-1-Q 6827.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76280.86 Day 55 8310.66 30-90 Days IG-2-Q 13955.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87904.37 Day 55 3432.64 <30 Days C-1 2130.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68081.82 Day 55 7736.46 91-180 Days CB-4 5948.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31253.13 Day 55 4099.54 <30 Days E-10 2641.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52579.69 Day 55 5045.37 30-90 Days E-3 3043.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67971.83 Day 55 9070.48 91-180 Days E-4 7437.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34976.82 Day 55 2097.79 Open E-5 512.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81941.07 Day 55 1236.81 91-180 Days E-6 5497.13 Yes Liberty International Finance Ltd. Finance