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 91894.37 Day 45 4748.66 Open IG-2 10497.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72521.68 Day 45 1741.62 30-90 Days S-1 4185.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20393.12 Day 45 3058.45 Open S-2 1613.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88195.52 Day 45 9999.23 91-180 Days S-3 6561.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61328.40 Day 45 6581.11 30-90 Days S-4 1587.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102474.15 Day 45 1724.27 30-90 Days S-5 5739.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88603.66 Day 45 10563.77 30-90 Days S-6 3217.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11104.98 Day 45 783.61 30-90 Days S-7 1628.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36435.11 Day 46 4094.03 30-90 Days A-0-Q 4975.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14192.92 Day 46 523.78 Open A-1-Q 382.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63178.97 Day 46 4683.90 30-90 Days A-2-Q 1630.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14204.88 Day 46 856.85 30-90 Days A-3-Q 2377.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60202.10 Day 46 447.31 <30 Days A-4-Q 2124.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8125.62 Day 46 1109.12 <30 Days A-5-Q 1603.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106616.47 Day 46 6622.76 Open CB-1-Q 6775.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48190.99 Day 46 2728.19 Open CB-2-Q 9459.22 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59409.07 Day 46 2401.69 <30 Days S-1-Q 3709.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31638.90 Day 46 4710.92 <30 Days S-2-Q 2432.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1645.53 Day 46 225.69 30-90 Days S-3-Q 212.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101248.25 Day 46 7573.12 30-90 Days S-4-Q 1479.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94157.18 Day 46 10301.41 Open CB-3-Q 12790.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84256.59 Day 46 11137.46 30-90 Days G-1-Q 16659.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13498.69 Day 46 1378.28 30-90 Days G-2-Q 2291.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5475.62 Day 46 189.77 <30 Days G-3-Q 549.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83815.56 Day 46 696.70 Open S-5-Q 9536.64 Yes Liberty Wealth Management LLC Risk Management