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 No 12329.79 Day 32 1082.93 Open IG-7 498.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9014.79 Day 32 303.25 91-180 Days IG-8 1022.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61346.32 Day 32 5407.49 <30 Days L-1 6182.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67614.25 Day 32 2297.10 Open L-10 1332.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108415.06 Day 32 7463.81 <30 Days L-11 21133.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33752.60 Day 32 501.06 <30 Days L-2 412.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3520.86 Day 32 494.47 30-90 Days L-3 91.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26519.14 Day 32 1913.73 30-90 Days L-4 4635.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39691.30 Day 32 5449.01 91-180 Days L-5 1865.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81576.82 Day 32 8795.21 30-90 Days L-6 9326.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108652.47 Day 32 10116.84 <30 Days L-7 12316.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63310.97 Day 32 895.87 <30 Days L-8 6911.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93638.24 Day 32 1383.87 30-90 Days L-9 3790.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101697.35 Day 32 9875.93 <30 Days LC-1 9077.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31679.98 Day 32 2178.52 Open LC-2 1872.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55161.18 Day 32 4705.36 <30 Days N-1 7200.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100870.04 Day 32 12202.27 Open N-2 17847.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65245.16 Day 32 1261.88 30-90 Days N-3 1153.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70191.08 Day 32 778.43 30-90 Days N-4 12834.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58732.30 Day 32 6768.70 91-180 Days N-5 5754.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109539.34 Day 32 6312.57 91-180 Days N-6 14078.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83110.48 Day 32 6377.71 <30 Days N-7 4622.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83056.28 Day 32 10666.47 <30 Days P-1 12149.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76612.86 Day 32 8588.18 91-180 Days P-2 773.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40450.94 Day 32 1333.37 91-180 Days S-8 7099.23 No Risk Management