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 17701.12 Day 30 427.91 30-90 Days S-5-Q 1300.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21478.96 Day 30 421.93 30-90 Days S-6-Q 647.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4307.09 Day 30 280.42 <30 Days S-7-Q 691.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107304.10 Day 30 4600.05 Open E-1-Q 19598.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91357.38 Day 30 12996.04 30-90 Days E-2-Q 15148.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2455.19 Day 30 170.51 30-90 Days IG-1-Q 181.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29166.73 Day 30 3854.66 91-180 Days IG-2-Q 1378.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67659.36 Day 30 1705.06 <30 Days C-1 7194.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94679.12 Day 30 1193.16 Open CB-4 6028.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101181.35 Day 30 2577.59 91-180 Days E-10 10902.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64831.80 Day 30 8222.52 30-90 Days E-3 6411.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43412.64 Day 30 2638.05 91-180 Days E-4 5935.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49730.12 Day 30 328.29 <30 Days E-5 5736.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48483.52 Day 30 3952.97 Open E-6 7004.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103030.43 Day 30 12465.60 91-180 Days E-7 5740.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74050.47 Day 30 4670.71 30-90 Days E-8 7551.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72440.14 Day 30 3597.77 Open E-9 2931.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40956.95 Day 30 5974.14 30-90 Days G-4 5335.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48082.47 Day 30 5587.68 30-90 Days IG-3 6663.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67690.03 Day 30 3939.42 30-90 Days IG-4 4492.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44575.63 Day 30 3082.05 30-90 Days IG-5 6020.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110036.51 Day 30 4140.32 91-180 Days IG-6 10046.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6391.77 Day 30 30.08 91-180 Days IG-7 999.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9921.57 Day 30 89.38 Open IG-8 1113.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76027.24 Day 30 8180.53 <30 Days L-1 13410.15 No Operations