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 No 58555.56 Day 37 6418.48 91-180 Days A-2 9946.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64592.35 Day 37 4096.31 91-180 Days A-3 10542.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82176.87 Day 37 2271.80 <30 Days A-4 8635.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90184.06 Day 37 5184.24 91-180 Days A-5 8623.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63784.73 Day 37 6522.50 91-180 Days CB-1 10962.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89648.93 Day 37 4497.40 91-180 Days CB-2 17922.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55181.90 Day 37 1622.23 Open CB-3 5104.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7915.87 Day 37 114.71 30-90 Days E-1 1413.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88084.59 Day 37 10208.96 30-90 Days E-2 9823.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113082.98 Day 37 8048.06 <30 Days G-1 5033.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40073.87 Day 37 584.50 91-180 Days G-2 1802.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108717.07 Day 37 5522.74 30-90 Days G-3 10622.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55240.61 Day 37 231.98 30-90 Days IG-1 8319.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11270.19 Day 37 1682.01 91-180 Days IG-2 206.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31838.40 Day 37 1469.14 Open S-1 6307.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32074.70 Day 37 3512.41 <30 Days S-2 2673.84 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71688.30 Day 37 1445.02 30-90 Days S-3 7530.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35123.98 Day 37 1551.20 91-180 Days S-4 2541.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92912.15 Day 37 7497.76 91-180 Days S-5 128.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44221.18 Day 37 3979.20 91-180 Days S-6 8175.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56058.50 Day 37 535.68 <30 Days S-7 6955.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93936.35 Day 38 11665.80 91-180 Days A-0-Q 4289.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45187.71 Day 38 5255.22 30-90 Days A-1-Q 3389.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15240.63 Day 38 1017.44 30-90 Days A-2-Q 2410.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48297.08 Day 38 5785.89 91-180 Days A-3-Q 7902.50 No Operations