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 No 43089.61 Day 4 2216.90 <30 Days A-5-Q 8025.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106635.62 Day 4 8269.59 Open CB-1-Q 21005.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67699.99 Day 4 1321.01 91-180 Days CB-2-Q 1396.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57206.69 Day 4 1615.97 30-90 Days S-1-Q 9056.17 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104819.21 Day 4 13510.13 <30 Days S-2-Q 6212.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5115.14 Day 4 702.07 30-90 Days S-3-Q 102.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22587.58 Day 4 3113.13 30-90 Days S-4-Q 1345.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29226.60 Day 4 637.44 91-180 Days CB-3-Q 2948.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25297.33 Day 4 3648.51 91-180 Days G-1-Q 3383.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16774.54 Day 4 2109.58 30-90 Days G-2-Q 72.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65870.89 Day 4 4982.63 Open G-3-Q 9226.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12634.39 Day 4 322.95 91-180 Days S-5-Q 2375.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8997.98 Day 4 1043.24 30-90 Days S-6-Q 707.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65121.51 Day 4 6449.75 <30 Days S-7-Q 797.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91509.23 Day 4 305.59 <30 Days E-1-Q 9899.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64076.71 Day 4 6008.69 Open E-2-Q 1454.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93026.55 Day 4 13947.99 Open IG-1-Q 13878.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5331.45 Day 4 131.30 <30 Days IG-2-Q 54.24 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76351.90 Day 4 11044.23 Open C-1 6392.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37932.38 Day 4 109.45 <30 Days CB-4 313.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76064.63 Day 4 5255.53 <30 Days E-10 5804.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75787.84 Day 4 3959.73 <30 Days E-3 7443.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59544.45 Day 4 707.97 <30 Days E-4 6656.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20040.24 Day 4 838.45 30-90 Days E-5 3596.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32879.25 Day 4 628.04 Open E-6 1898.86 No Operations