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 67522.33 Day 58 6225.34 91-180 Days S-7 781.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55237.70 Day 59 4594.16 30-90 Days A-0-Q 8831.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8203.71 Day 59 478.38 30-90 Days A-1-Q 487.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89423.35 Day 59 4593.66 Open A-2-Q 8650.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63216.55 Day 59 8478.42 Open A-3-Q 10645.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38863.35 Day 59 400.78 30-90 Days A-4-Q 3639.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42690.40 Day 59 3646.35 30-90 Days A-5-Q 7296.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103607.60 Day 59 7911.06 91-180 Days CB-1-Q 15827.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71769.73 Day 59 4394.97 91-180 Days CB-2-Q 8754.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9977.79 Day 59 1169.02 30-90 Days S-1-Q 1785.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5321.27 Day 59 52.46 Open S-2-Q 511.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92879.92 Day 59 3184.26 91-180 Days S-3-Q 14984.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83172.27 Day 59 6558.12 91-180 Days S-4-Q 4984.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29989.04 Day 59 2867.31 Open CB-3-Q 849.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101986.76 Day 59 118.18 <30 Days G-1-Q 17579.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89839.58 Day 59 13275.76 <30 Days G-2-Q 13001.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73977.31 Day 59 5052.04 <30 Days G-3-Q 9884.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34179.20 Day 59 1613.30 <30 Days S-5-Q 5264.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53640.40 Day 59 1048.32 91-180 Days S-6-Q 4266.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18399.95 Day 59 563.60 30-90 Days S-7-Q 210.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36611.25 Day 59 1694.52 91-180 Days E-1-Q 1898.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12669.47 Day 59 1218.58 Open E-2-Q 1295.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105348.81 Day 59 10283.05 91-180 Days IG-1-Q 18313.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41557.12 Day 59 2491.65 Open IG-2-Q 7653.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101996.04 Day 59 13386.78 30-90 Days C-1 9002.58 Yes Liberty Capital Markets Inc. Operations