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 105564.18 271 - 364 Days 8761.45 91-180 Days IG-3 14163.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60164.33 271 - 364 Days 7427.99 91-180 Days IG-4 5407.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31019.77 271 - 364 Days 3749.17 30-90 Days IG-5 6165.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110715.16 271 - 364 Days 10490.29 <30 Days IG-6 3363.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68605.93 271 - 364 Days 4727.53 91-180 Days IG-7 10248.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25935.68 271 - 364 Days 3010.12 Open IG-8 2321.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14840.66 271 - 364 Days 1769.10 30-90 Days L-1 2391.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73037.71 271 - 364 Days 6330.71 30-90 Days L-10 13983.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27008.77 271 - 364 Days 391.44 <30 Days L-11 249.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30186.87 271 - 364 Days 3892.82 91-180 Days L-2 4501.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71142.21 271 - 364 Days 10648.48 Open L-3 10970.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38301.50 271 - 364 Days 3698.79 <30 Days L-4 1212.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99365.62 271 - 364 Days 1977.36 Open L-5 15971.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27594.54 271 - 364 Days 214.02 Open L-6 3273.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63470.83 271 - 364 Days 3556.65 30-90 Days L-7 683.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91384.82 271 - 364 Days 4535.67 91-180 Days L-8 4521.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6196.26 271 - 364 Days 560.11 Open L-9 50.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7688.41 271 - 364 Days 617.49 91-180 Days LC-1 1264.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78768.06 271 - 364 Days 2172.23 91-180 Days LC-2 3988.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 974.52 271 - 364 Days 109.18 Open N-1 138.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6079.58 271 - 364 Days 211.11 <30 Days N-2 281.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20146.90 271 - 364 Days 1543.37 Open N-3 61.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1423.77 271 - 364 Days 188.81 30-90 Days N-4 134.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57647.02 271 - 364 Days 3616.92 <30 Days N-5 5604.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95043.37 271 - 364 Days 2368.14 91-180 Days N-6 6590.12 Yes Liberty International Finance Ltd. Operations