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 94981.33 Day 13 222.30 Open A-4-Q 18452.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97687.42 Day 13 7757.08 91-180 Days A-5-Q 1082.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96123.56 Day 13 6387.07 91-180 Days CB-1-Q 11089.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27020.71 Day 13 595.93 30-90 Days CB-2-Q 5061.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1851.18 Day 13 166.09 <30 Days S-1-Q 142.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38762.77 Day 13 5512.06 <30 Days S-2-Q 7596.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79883.53 Day 13 9201.64 91-180 Days S-3-Q 6072.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38556.78 Day 13 2745.04 <30 Days S-4-Q 3262.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53521.23 Day 13 7313.34 Open CB-3-Q 7374.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90202.03 Day 13 1333.84 30-90 Days G-1-Q 9183.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38234.73 Day 13 1135.61 91-180 Days G-2-Q 1858.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103444.24 Day 13 13196.49 <30 Days G-3-Q 7373.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34603.43 Day 13 3636.01 30-90 Days S-5-Q 2562.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81271.73 Day 13 10397.44 91-180 Days S-6-Q 12854.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8636.71 Day 13 875.02 <30 Days S-7-Q 1594.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56640.39 Day 13 640.08 30-90 Days E-1-Q 1308.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50176.05 Day 13 4781.80 30-90 Days E-2-Q 276.37 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76905.86 Day 13 5679.70 Open IG-1-Q 2236.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104765.35 Day 13 2760.90 <30 Days IG-2-Q 8916.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61927.99 Day 13 2146.23 Open C-1 9300.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81993.52 Day 13 727.35 30-90 Days CB-4 9415.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47683.28 Day 13 3251.36 Open E-10 5757.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26549.53 Day 13 323.76 Open E-3 4658.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99257.87 Day 13 165.11 Open E-4 14145.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90319.91 Day 13 5911.70 Open E-5 15522.34 No Operations