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 25018.85 61 - 67 Days 2287.27 30-90 Days IG-1-Q 389.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65029.28 61 - 67 Days 8560.37 30-90 Days IG-2-Q 9836.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66232.89 61 - 67 Days 922.99 Open C-1 7386.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1710.12 61 - 67 Days 113.63 Open CB-4 40.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96901.65 61 - 67 Days 14028.82 Open E-10 4812.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107900.48 61 - 67 Days 9604.22 91-180 Days E-3 6346.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7104.70 61 - 67 Days 618.38 <30 Days E-4 657.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100224.93 61 - 67 Days 3600.95 Open E-5 5458.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33651.60 61 - 67 Days 695.12 91-180 Days E-6 1380.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106174.53 61 - 67 Days 10321.14 30-90 Days E-7 4164.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36076.84 61 - 67 Days 2097.41 <30 Days E-8 876.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48143.30 61 - 67 Days 2231.51 30-90 Days E-9 2084.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22582.57 61 - 67 Days 2687.54 Open G-4 975.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47128.86 61 - 67 Days 5625.19 30-90 Days IG-3 837.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65376.92 61 - 67 Days 6475.63 30-90 Days IG-4 1411.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21410.92 61 - 67 Days 2158.62 Open IG-5 1662.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82693.25 61 - 67 Days 4754.87 <30 Days IG-6 9705.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 430.51 61 - 67 Days 11.03 30-90 Days IG-7 38.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25594.63 61 - 67 Days 1164.78 <30 Days IG-8 1167.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27565.72 61 - 67 Days 2051.97 91-180 Days L-1 2083.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51570.99 61 - 67 Days 108.20 Open L-10 989.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8512.88 61 - 67 Days 545.30 <30 Days L-11 977.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48838.39 61 - 67 Days 6739.60 30-90 Days L-2 3156.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18128.52 61 - 67 Days 1561.73 Open L-3 1583.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37721.06 61 - 67 Days 3635.62 <30 Days L-4 2393.76 No Risk Management