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 19770.56 Day 3 2501.08 30-90 Days A-3 149.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27875.90 Day 3 1997.63 91-180 Days A-4 4247.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94253.71 Day 3 2265.29 <30 Days A-5 17137.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50416.06 Day 3 3232.31 <30 Days CB-1 9151.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57861.61 Day 3 158.69 30-90 Days CB-2 5289.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6297.17 Day 3 27.10 30-90 Days CB-3 453.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63118.97 Day 3 2392.87 Open E-1 11920.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35763.89 Day 3 5158.89 30-90 Days E-2 766.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91244.97 Day 3 11629.86 30-90 Days G-1 14522.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43468.60 Day 3 1963.67 30-90 Days G-2 8199.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62985.44 Day 3 5567.22 30-90 Days G-3 5486.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96951.57 Day 3 224.36 <30 Days IG-1 2233.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46009.95 Day 3 720.58 Open IG-2 2946.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32867.43 Day 3 1174.00 91-180 Days S-1 1350.03 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59350.25 Day 3 827.82 91-180 Days S-2 873.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35385.43 Day 3 330.17 30-90 Days S-3 6510.87 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52190.38 Day 3 1439.64 <30 Days S-4 4101.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95434.88 Day 3 813.49 91-180 Days S-5 8923.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83133.82 Day 3 4498.66 30-90 Days S-6 2482.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16887.04 Day 3 2158.11 <30 Days S-7 857.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111936.09 Day 4 10181.04 30-90 Days A-0-Q 17409.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111406.71 Day 4 12783.67 Open A-1-Q 19751.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72641.46 Day 4 2837.96 30-90 Days A-2-Q 13562.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73252.67 Day 4 9275.42 91-180 Days A-3-Q 14493.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88138.66 Day 4 6455.90 91-180 Days A-4-Q 8552.75 Yes Liberty Capital Markets Inc. Treasury