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 Yes 73531.01 Day 14 1418.33 Open Y-3 2329.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24879.57 Day 14 629.70 Open Y-4 4389.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38262.50 Day 14 380.17 <30 Days Z-1 3522.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62608.24 Day 14 3356.38 Open A-2 5310.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42073.33 Day 14 53.69 Open A-3 5472.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79166.83 Day 14 5498.71 Open A-4 8402.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46363.37 Day 14 2543.78 <30 Days A-5 4795.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1610.22 Day 14 119.37 <30 Days CB-1 40.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43560.24 Day 14 6286.50 91-180 Days CB-2 223.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53279.24 Day 14 1763.41 <30 Days CB-3 3456.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33770.85 Day 14 1414.14 30-90 Days E-1 2245.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82501.40 Day 14 2217.65 30-90 Days E-2 9968.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10586.44 Day 14 131.66 Open G-1 1951.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86304.03 Day 14 8404.04 <30 Days G-2 13044.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52257.46 Day 14 1347.81 Open G-3 3831.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50868.53 Day 14 4552.54 Open IG-1 8424.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31567.48 Day 14 4357.10 91-180 Days IG-2 3385.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109031.58 Day 14 3221.21 91-180 Days S-1 7364.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69983.16 Day 14 1630.86 <30 Days S-2 2959.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78947.14 Day 14 5071.97 30-90 Days S-3 8312.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24997.24 Day 14 2456.18 Open S-4 1181.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35993.97 Day 14 2483.85 91-180 Days S-5 3435.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25276.79 Day 14 1713.78 Open S-6 2109.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35562.15 Day 14 5302.59 <30 Days S-7 1243.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67495.49 Day 15 5570.18 <30 Days A-0-Q 3759.22 Yes Liberty Capital Markets Inc. Risk Management