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 MDB No 5550.76 Day 55 485.29 <30 Days LC-2 969.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29550.90 Day 55 524.17 Open N-1 4207.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58580.60 Day 55 5420.10 91-180 Days N-2 8607.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40598.66 Day 55 24.04 Open N-3 7236.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85554.13 Day 55 5029.19 Open N-4 14660.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30676.71 Day 55 1599.38 30-90 Days N-5 1027.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110058.60 Day 55 6119.08 <30 Days N-6 9002.59 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108116.34 Day 55 8377.48 <30 Days N-7 14822.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32249.62 Day 55 3785.75 Open P-1 3632.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23707.49 Day 55 1376.04 <30 Days P-2 167.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96634.59 Day 55 5162.81 Open S-8 18435.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63162.96 Day 55 7582.71 30-90 Days Y-1 8596.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39174.31 Day 55 2918.30 30-90 Days Y-2 4502.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47443.97 Day 55 6033.92 30-90 Days Y-3 2082.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45451.13 Day 55 2099.33 91-180 Days Y-4 6205.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50445.31 Day 55 841.93 30-90 Days Z-1 1604.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87556.50 Day 55 2740.36 91-180 Days A-2 16650.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27838.99 Day 55 2810.50 Open A-3 3215.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43472.10 Day 55 868.60 91-180 Days A-4 6725.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32793.41 Day 55 107.64 <30 Days A-5 838.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64052.34 Day 55 7625.11 <30 Days CB-1 10390.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51239.33 Day 55 4280.90 <30 Days CB-2 7637.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81865.80 Day 55 1348.55 Open CB-3 1802.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39312.38 Day 55 5253.58 30-90 Days E-1 3604.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66834.20 Day 55 1517.13 91-180 Days E-2 1072.44 Yes Liberty Capital Markets Inc. Risk Management