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 32711.06 Day 38 4719.47 30-90 Days G-3 3813.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35268.24 Day 38 5116.60 30-90 Days IG-1 449.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86509.26 Day 38 4290.51 30-90 Days IG-2 17019.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85133.05 Day 38 12647.17 <30 Days S-1 8851.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64006.84 Day 38 969.33 30-90 Days S-2 12418.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1006.54 Day 38 6.85 91-180 Days S-3 187.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44143.09 Day 38 3345.30 <30 Days S-4 7175.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12201.89 Day 38 920.72 Open S-5 1861.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55008.68 Day 38 1942.18 30-90 Days S-6 415.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45319.53 Day 38 4138.73 <30 Days S-7 4504.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41176.23 Day 39 3888.59 Open A-0-Q 6990.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93059.54 Day 39 10076.42 30-90 Days A-1-Q 12010.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50147.70 Day 39 2185.39 Open A-2-Q 7477.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30027.80 Day 39 1957.49 30-90 Days A-3-Q 5390.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80046.46 Day 39 10946.74 30-90 Days A-4-Q 2720.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6050.73 Day 39 119.34 30-90 Days A-5-Q 337.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112337.12 Day 39 12555.34 91-180 Days CB-1-Q 16269.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58872.82 Day 39 3485.84 Open CB-2-Q 7338.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61083.09 Day 39 5242.63 91-180 Days S-1-Q 5551.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2202.75 Day 39 168.94 30-90 Days S-2-Q 94.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30855.97 Day 39 340.44 91-180 Days S-3-Q 2026.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109599.72 Day 39 11563.74 91-180 Days S-4-Q 12549.54 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71772.79 Day 39 7657.16 30-90 Days CB-3-Q 12211.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110860.36 Day 39 5211.28 <30 Days G-1-Q 7942.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71832.28 Day 39 2899.54 91-180 Days G-2-Q 6766.74 No Treasury