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 94762.70 Day 23 11728.27 91-180 Days G-2-Q 3979.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36399.38 Day 23 121.31 91-180 Days G-3-Q 3916.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11491.94 Day 23 1192.78 30-90 Days S-5-Q 781.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101427.31 Day 23 13990.49 Open S-6-Q 4490.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50879.02 Day 23 5580.44 91-180 Days S-7-Q 1782.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18574.97 Day 23 2615.76 91-180 Days E-1-Q 2548.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103296.06 Day 23 401.72 91-180 Days E-2-Q 16902.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84741.30 Day 23 3636.69 <30 Days IG-1-Q 13128.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71425.25 Day 23 4867.72 Open IG-2-Q 12352.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45666.09 Day 23 1672.10 Open C-1 8751.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94376.97 Day 23 5051.97 30-90 Days CB-4 11546.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24744.57 Day 23 677.07 <30 Days E-10 3813.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48451.75 Day 23 6736.63 <30 Days E-3 4844.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57944.08 Day 23 7161.64 <30 Days E-4 6277.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24219.37 Day 23 2411.59 30-90 Days E-5 4841.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5520.22 Day 23 355.21 <30 Days E-6 361.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11298.85 Day 23 1584.02 30-90 Days E-7 38.82 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73550.01 Day 23 10711.59 91-180 Days E-8 11452.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18377.06 Day 23 2687.46 <30 Days E-9 3012.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44076.49 Day 23 6081.98 <30 Days G-4 3722.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72164.71 Day 23 1680.02 Open IG-3 14304.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8113.98 Day 23 415.73 <30 Days IG-4 340.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85379.45 Day 23 10602.04 <30 Days IG-5 12350.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47233.18 Day 23 2528.60 Open IG-6 567.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26981.85 Day 23 787.79 30-90 Days IG-7 1231.40 No Treasury