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 34022.14 Perpetual 3662.07 <30 Days L-9 1906.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43629.97 Perpetual 6110.49 91-180 Days LC-1 8686.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2251.12 Perpetual 318.21 Open LC-2 205.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33079.26 Perpetual 2879.47 Open N-1 3967.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70736.15 Perpetual 8726.28 Open N-2 2114.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7353.07 Perpetual 11.81 91-180 Days N-3 63.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103856.28 Perpetual 15462.00 30-90 Days N-4 13054.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17374.75 Perpetual 519.33 Open N-5 910.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112733.81 Perpetual 9660.16 30-90 Days N-6 21309.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31234.64 Perpetual 1484.17 91-180 Days N-7 3657.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94685.81 Perpetual 9299.45 91-180 Days P-1 12517.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21889.35 Perpetual 2561.93 Open P-2 4058.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1391.70 Perpetual 74.63 <30 Days S-8 135.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6493.70 Perpetual 937.54 <30 Days Y-1 171.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72089.12 Perpetual 7243.85 30-90 Days Y-2 3251.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2350.90 Perpetual 264.64 91-180 Days Y-3 143.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68191.87 Perpetual 1634.16 91-180 Days Y-4 1284.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64051.22 Perpetual 4762.65 91-180 Days Z-1 5298.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81813.97 Perpetual 11730.05 91-180 Days A-2 14808.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80377.64 Perpetual 3132.62 Open A-3 5736.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81777.47 Perpetual 1290.49 91-180 Days A-4 13255.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24236.98 Perpetual 1814.61 91-180 Days A-5 2478.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31691.24 Perpetual 2886.60 Open CB-1 4866.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111249.61 Perpetual 10816.79 Open CB-2 14730.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93433.67 Perpetual 2059.40 91-180 Days CB-3 18087.96 Yes Liberty Mortgage Services Corp. Treasury