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 Yes 3665.17 Day 25 355.41 Open P-2 562.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21473.67 Day 25 2517.76 91-180 Days S-8 2541.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17478.18 Day 25 885.75 Open Y-1 2648.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56419.16 Day 25 5850.94 30-90 Days Y-2 8180.27 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99796.84 Day 25 3581.50 <30 Days Y-3 19167.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30695.47 Day 25 3964.78 91-180 Days Y-4 4073.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107989.08 Day 25 667.63 30-90 Days Z-1 17861.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63158.67 Day 25 7787.81 <30 Days A-2 1429.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56343.37 Day 25 2920.42 91-180 Days A-3 11137.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17886.40 Day 25 71.37 30-90 Days A-4 643.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6049.26 Day 25 614.44 <30 Days A-5 388.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67012.65 Day 25 8118.99 91-180 Days CB-1 7534.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70911.87 Day 25 3391.52 <30 Days CB-2 11262.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44201.82 Day 25 284.90 30-90 Days CB-3 6462.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62016.13 Day 25 5280.27 91-180 Days E-1 4350.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52227.10 Day 25 4131.22 30-90 Days E-2 4322.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41584.07 Day 25 4113.40 Open G-1 774.23 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62679.93 Day 25 4754.35 91-180 Days G-2 7059.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11639.82 Day 25 604.62 <30 Days G-3 126.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92448.33 Day 25 11164.29 30-90 Days IG-1 2444.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107524.98 Day 25 12786.11 30-90 Days IG-2 3937.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32973.31 Day 25 4912.56 <30 Days S-1 2249.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11201.79 Day 25 1491.33 30-90 Days S-2 184.93 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14499.69 Day 25 424.40 91-180 Days S-3 1222.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29601.37 Day 25 434.61 30-90 Days S-4 2894.11 No Finance