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 81401.75 Day 15 8104.53 Open A-1-Q 1187.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30046.50 Day 15 2996.41 30-90 Days A-2-Q 5115.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78635.86 Day 15 1464.22 Open A-3-Q 3870.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31688.48 Day 15 3531.11 <30 Days A-4-Q 5761.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60460.04 Day 15 471.04 <30 Days A-5-Q 7158.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93745.88 Day 15 5962.83 <30 Days CB-1-Q 17869.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92067.69 Day 15 12723.42 30-90 Days CB-2-Q 9849.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89695.46 Day 15 12681.33 Open S-1-Q 14422.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110598.00 Day 15 5450.06 Open S-2-Q 6083.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93876.70 Day 15 4173.81 91-180 Days S-3-Q 15002.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2032.25 Day 15 290.84 30-90 Days S-4-Q 39.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1176.22 Day 15 42.18 <30 Days CB-3-Q 180.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55630.56 Day 15 5985.65 91-180 Days G-1-Q 1474.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56063.28 Day 15 6836.78 30-90 Days G-2-Q 150.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109444.81 Day 15 1694.27 91-180 Days G-3-Q 9872.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42430.60 Day 15 1127.24 Open S-5-Q 6115.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6632.41 Day 15 706.33 91-180 Days S-6-Q 958.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103071.19 Day 15 10358.90 <30 Days S-7-Q 599.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77605.56 Day 15 11127.14 Open E-1-Q 13277.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15964.22 Day 15 2062.07 30-90 Days E-2-Q 2703.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45063.53 Day 15 1263.83 Open IG-1-Q 1173.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74808.23 Day 15 8524.44 <30 Days IG-2-Q 13812.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54356.97 Day 15 753.94 Open C-1 7132.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8920.75 Day 15 956.92 <30 Days CB-4 840.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104376.55 Day 15 8756.85 Open E-10 7937.29 Yes Liberty Capital Markets Inc. Operations