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 90371.77 Day 32 13015.65 Open G-1-Q 932.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6256.36 Day 32 726.37 <30 Days G-2-Q 468.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48606.98 Day 32 966.21 Open G-3-Q 7740.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43960.27 Day 32 3803.26 Open S-5-Q 7745.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53000.57 Day 32 5476.93 <30 Days S-6-Q 863.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55614.68 Day 32 3144.32 91-180 Days S-7-Q 794.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6420.72 Day 32 421.03 30-90 Days E-1-Q 1258.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81555.83 Day 32 11541.64 Open E-2-Q 8588.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53475.67 Day 32 6265.90 91-180 Days IG-1-Q 9578.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80744.33 Day 32 58.40 30-90 Days IG-2-Q 12962.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47340.41 Day 32 2126.44 Open C-1 4361.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83792.72 Day 32 10977.63 <30 Days CB-4 2870.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69625.96 Day 32 10016.19 91-180 Days E-10 6186.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106068.74 Day 32 2182.84 91-180 Days E-3 11304.63 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76262.94 Day 32 927.69 <30 Days E-4 529.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40500.10 Day 32 1110.79 91-180 Days E-5 8032.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30015.83 Day 32 1708.96 30-90 Days E-6 2558.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8032.44 Day 32 375.89 <30 Days E-7 994.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12973.32 Day 32 336.89 91-180 Days E-8 1873.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92710.50 Day 32 4875.00 91-180 Days E-9 18207.30 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103574.67 Day 32 14443.65 <30 Days G-4 18097.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77341.54 Day 32 2007.15 Open IG-3 13294.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90367.28 Day 32 2037.52 <30 Days IG-4 2931.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58135.60 Day 32 3169.34 <30 Days IG-5 6265.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29571.71 Day 32 839.44 Open IG-6 5594.11 No Operations