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 78165.68 Day 52 7816.31 91-180 Days S-1-Q 14444.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64253.86 Day 52 4117.77 91-180 Days S-2-Q 8854.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6062.18 Day 52 165.46 Open S-3-Q 253.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95956.89 Day 52 3583.32 Open S-4-Q 17290.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64638.35 Day 52 7086.16 91-180 Days CB-3-Q 5658.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110015.66 Day 52 1402.25 91-180 Days G-1-Q 9244.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6321.57 Day 52 418.15 30-90 Days G-2-Q 358.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66245.00 Day 52 803.36 91-180 Days G-3-Q 7483.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96383.47 Day 52 6339.82 30-90 Days S-5-Q 7653.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16348.27 Day 52 1618.32 30-90 Days S-6-Q 2366.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95365.27 Day 52 2865.61 <30 Days S-7-Q 3553.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79611.83 Day 52 2985.91 <30 Days E-1-Q 3584.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23910.56 Day 52 3446.01 91-180 Days E-2-Q 3614.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58124.70 Day 52 5786.94 Open IG-1-Q 3562.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34732.13 Day 52 2478.74 91-180 Days IG-2-Q 175.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19559.25 Day 52 2517.68 30-90 Days C-1 1676.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51098.86 Day 52 2477.98 Open CB-4 9911.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21587.53 Day 52 2434.91 <30 Days E-10 3079.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42347.50 Day 52 3931.17 30-90 Days E-3 4807.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42352.95 Day 52 5337.90 <30 Days E-4 7284.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73582.52 Day 52 969.37 30-90 Days E-5 2611.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46097.92 Day 52 4242.00 <30 Days E-6 104.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47441.40 Day 52 6601.21 30-90 Days E-7 4081.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82482.72 Day 52 11128.84 91-180 Days E-8 5859.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72072.18 Day 52 6438.94 91-180 Days E-9 6253.77 No Risk Management