Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 5114.51 180 - 270 Days 39.94 30-90 Days C-1 197.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78553.79 180 - 270 Days 8608.55 30-90 Days CB-4 11912.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33270.61 180 - 270 Days 1113.24 30-90 Days E-10 4506.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96167.13 180 - 270 Days 2464.13 91-180 Days E-3 8711.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35749.08 180 - 270 Days 1676.78 <30 Days E-4 3764.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85481.96 180 - 270 Days 2387.23 91-180 Days E-5 4856.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52237.78 180 - 270 Days 3796.54 91-180 Days E-6 3633.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13072.44 180 - 270 Days 1038.76 30-90 Days E-7 749.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65255.50 180 - 270 Days 1000.63 Open E-8 9813.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109848.42 180 - 270 Days 11207.65 30-90 Days E-9 18047.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5973.21 180 - 270 Days 120.89 <30 Days G-4 1046.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63430.90 180 - 270 Days 7640.90 30-90 Days IG-3 4790.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113033.12 180 - 270 Days 14992.26 <30 Days IG-4 3395.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18968.47 180 - 270 Days 2153.72 <30 Days IG-5 1235.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40051.93 180 - 270 Days 50.36 30-90 Days IG-6 7389.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34619.07 180 - 270 Days 3750.26 30-90 Days IG-7 2178.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50308.23 180 - 270 Days 1895.49 Open IG-8 2775.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84441.87 180 - 270 Days 7191.53 30-90 Days L-1 5622.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19524.74 180 - 270 Days 2633.79 <30 Days L-10 662.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26297.13 180 - 270 Days 2837.61 30-90 Days L-11 3904.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96287.63 180 - 270 Days 5711.28 91-180 Days L-2 7131.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25469.04 180 - 270 Days 711.33 Open L-3 815.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6452.34 180 - 270 Days 42.11 30-90 Days L-4 929.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20299.27 180 - 270 Days 2263.81 30-90 Days L-5 2479.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9046.17 180 - 270 Days 239.75 91-180 Days L-6 138.89 No Legal