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 23933.43 Day 42 3374.18 <30 Days CB-2 1425.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54612.86 Day 42 6325.35 Open CB-3 9767.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66984.48 Day 42 5422.74 <30 Days E-1 3075.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85814.70 Day 42 4099.74 30-90 Days E-2 15464.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91902.91 Day 42 12422.57 30-90 Days G-1 2925.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86409.31 Day 42 1936.84 <30 Days G-2 7921.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60456.08 Day 42 1566.94 30-90 Days G-3 5147.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19523.30 Day 42 1836.69 <30 Days IG-1 2053.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107607.87 Day 42 1171.99 <30 Days IG-2 10252.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94823.34 Day 42 4650.11 30-90 Days S-1 15235.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20952.96 Day 42 2808.07 <30 Days S-2 3569.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73042.74 Day 42 10783.09 Open S-3 6639.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26067.35 Day 42 2017.15 Open S-4 1563.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20586.21 Day 42 2409.31 <30 Days S-5 981.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3285.19 Day 42 340.94 91-180 Days S-6 528.92 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72153.00 Day 42 8220.46 <30 Days S-7 8234.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3688.40 Day 43 126.90 91-180 Days A-0-Q 459.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2225.74 Day 43 2.02 91-180 Days A-1-Q 54.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101111.73 Day 43 9527.47 91-180 Days A-2-Q 10655.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32569.47 Day 43 2147.21 Open A-3-Q 5983.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4645.99 Day 43 432.08 Open A-4-Q 163.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80435.38 Day 43 847.63 <30 Days A-5-Q 6079.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31920.27 Day 43 2568.39 30-90 Days CB-1-Q 5244.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25971.41 Day 43 2165.25 Open CB-2-Q 277.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100768.07 Day 43 12166.72 30-90 Days S-1-Q 660.05 Yes Liberty Wealth Management LLC Treasury