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 101029.18 Day 34 13767.67 91-180 Days S-4 19473.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28559.10 Day 34 2231.13 Open S-5 1537.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15052.40 Day 34 823.61 Open S-6 1383.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48960.88 Day 34 1435.64 91-180 Days S-7 5704.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16889.13 Day 35 962.67 30-90 Days A-0-Q 1058.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109007.20 Day 35 11715.67 30-90 Days A-1-Q 10583.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30720.09 Day 35 591.23 Open A-2-Q 156.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11832.29 Day 35 1261.53 91-180 Days A-3-Q 1809.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59891.02 Day 35 2837.19 <30 Days A-4-Q 6917.45 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39088.88 Day 35 2357.94 30-90 Days A-5-Q 3678.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29661.34 Day 35 2486.67 30-90 Days CB-1-Q 4028.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3957.99 Day 35 46.83 30-90 Days CB-2-Q 456.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11444.40 Day 35 1474.84 91-180 Days S-1-Q 1679.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96168.61 Day 35 3226.41 30-90 Days S-2-Q 755.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10912.04 Day 35 1094.07 Open S-3-Q 1678.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31398.05 Day 35 3555.03 <30 Days S-4-Q 1545.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3388.26 Day 35 420.96 Open CB-3-Q 459.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86646.96 Day 35 7660.02 <30 Days G-1-Q 2634.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6146.36 Day 35 794.24 30-90 Days G-2-Q 561.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65740.65 Day 35 6155.98 30-90 Days G-3-Q 11565.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97784.06 Day 35 13605.29 30-90 Days S-5-Q 9002.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11123.72 Day 35 1354.14 30-90 Days S-6-Q 1817.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101818.90 Day 35 8878.98 91-180 Days S-7-Q 11085.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71511.26 Day 35 3653.84 <30 Days E-1-Q 8699.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113506.42 Day 35 7178.04 Open E-2-Q 1401.44 No Risk Management