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 PSE Yes 38011.43 61 - 67 Days 5652.13 <30 Days N-5 5830.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10794.28 61 - 67 Days 592.39 30-90 Days N-6 1145.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40515.27 61 - 67 Days 5608.24 Open N-7 493.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53888.21 61 - 67 Days 4618.45 <30 Days P-1 9663.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103154.56 61 - 67 Days 3707.26 <30 Days P-2 20575.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69923.07 61 - 67 Days 2233.17 91-180 Days S-8 4044.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14196.75 61 - 67 Days 1894.59 91-180 Days Y-1 459.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80836.34 61 - 67 Days 8918.34 <30 Days Y-2 13001.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20090.70 61 - 67 Days 423.04 <30 Days Y-3 1021.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107443.06 61 - 67 Days 16092.01 91-180 Days Y-4 16183.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108617.80 61 - 67 Days 51.73 91-180 Days Z-1 11117.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59981.96 61 - 67 Days 4904.41 91-180 Days A-2 7076.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111708.09 61 - 67 Days 10772.90 Open A-3 619.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41684.20 61 - 67 Days 5145.61 30-90 Days A-4 7602.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80611.75 61 - 67 Days 6745.26 91-180 Days A-5 7544.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35114.85 61 - 67 Days 4775.57 <30 Days CB-1 5725.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99150.98 61 - 67 Days 4837.23 <30 Days CB-2 10601.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51523.05 61 - 67 Days 183.57 Open CB-3 4026.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21587.73 61 - 67 Days 3172.78 30-90 Days E-1 2772.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33677.73 61 - 67 Days 3490.24 30-90 Days E-2 1255.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59961.00 61 - 67 Days 1275.61 91-180 Days G-1 153.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105876.55 61 - 67 Days 10650.72 Open G-2 6069.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110114.84 61 - 67 Days 14324.26 30-90 Days G-3 15076.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61063.25 61 - 67 Days 5475.65 <30 Days IG-1 944.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28755.00 61 - 67 Days 2270.10 Open IG-2 2173.80 No Risk Management