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 Bank Yes 71018.31 Day 44 185.77 30-90 Days Y-2 7822.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105245.77 Day 44 5067.73 30-90 Days Y-3 20484.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68276.90 Day 44 4864.15 <30 Days Y-4 10516.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58815.91 Day 44 4680.42 <30 Days Z-1 9466.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6378.94 Day 44 865.38 30-90 Days A-2 669.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58100.18 Day 44 8256.59 Open A-3 9842.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79773.37 Day 44 8693.07 30-90 Days A-4 6252.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96262.77 Day 44 6731.53 30-90 Days A-5 15702.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112000.27 Day 44 2804.41 Open CB-1 8695.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97905.08 Day 44 13198.96 Open CB-2 13450.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10193.30 Day 44 686.07 <30 Days CB-3 1981.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46125.81 Day 44 5234.94 <30 Days E-1 6297.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23242.11 Day 44 1964.43 30-90 Days E-2 4471.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99416.23 Day 44 9134.55 91-180 Days G-1 12002.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46236.01 Day 44 660.80 Open G-2 6916.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81382.72 Day 44 309.64 91-180 Days G-3 1788.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11697.94 Day 44 171.48 <30 Days IG-1 757.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95507.98 Day 44 11435.13 Open IG-2 16175.21 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63282.57 Day 44 5808.66 91-180 Days S-1 2755.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77899.54 Day 44 3513.42 Open S-2 6618.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100860.17 Day 44 3914.21 91-180 Days S-3 1597.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19265.20 Day 44 578.84 <30 Days S-4 507.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78536.39 Day 44 8424.85 30-90 Days S-5 7231.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6873.58 Day 44 1019.28 30-90 Days S-6 470.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 21467.52 Day 44 1860.59 91-180 Days S-7 1952.39 No Risk Management