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 PSE No 44126.93 Day 1 1073.28 91-180 Days CB-1 4838.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45044.59 Day 1 6373.92 91-180 Days CB-2 215.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23026.40 Day 1 1282.27 91-180 Days CB-3 290.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57401.10 Day 1 6157.21 Open E-1 7425.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64758.78 Day 1 9054.06 30-90 Days E-2 9722.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36670.96 Day 1 2236.59 30-90 Days G-1 5657.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35622.34 Day 1 4591.83 91-180 Days G-2 5646.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87304.07 Day 1 12067.26 91-180 Days G-3 446.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47376.60 Day 1 6258.88 Open IG-1 795.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74792.92 Day 1 7945.06 30-90 Days IG-2 3571.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88164.44 Day 1 6554.20 30-90 Days S-1 3426.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94082.95 Day 1 10290.90 91-180 Days S-2 11943.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15576.89 Day 1 1075.16 91-180 Days S-3 1367.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30737.51 Day 1 1888.33 91-180 Days S-4 3914.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111370.83 Day 1 7838.57 <30 Days S-5 2643.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19751.87 Day 1 2935.88 30-90 Days S-6 2737.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59804.88 Day 1 7559.67 Open S-7 6628.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98187.69 Day 2 7593.90 <30 Days A-0-Q 7596.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84798.16 Day 2 4574.72 30-90 Days A-1-Q 14134.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11793.35 Day 2 817.14 91-180 Days A-2-Q 1147.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66294.72 Day 2 1742.18 91-180 Days A-3-Q 9955.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1917.36 Day 2 47.41 <30 Days A-4-Q 17.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81863.06 Day 2 6557.33 Open A-5-Q 8750.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10799.71 Day 2 652.34 91-180 Days CB-1-Q 1065.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13942.97 Day 2 17.49 30-90 Days CB-2-Q 975.51 Yes Liberty Capital Markets Inc. Risk Management