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 99103.89 Day 55 10873.45 Open S-5-Q 6705.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29519.67 Day 55 485.47 <30 Days S-6-Q 2244.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96342.17 Day 55 4679.01 <30 Days S-7-Q 11520.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35695.84 Day 55 4407.20 91-180 Days E-1-Q 5565.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58912.87 Day 55 8784.70 <30 Days E-2-Q 4561.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36184.30 Day 55 5001.94 30-90 Days IG-1-Q 6912.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64182.15 Day 55 7369.73 30-90 Days IG-2-Q 9648.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96715.58 Day 55 1854.39 <30 Days C-1 6394.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34369.40 Day 55 210.82 <30 Days CB-4 6824.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56454.08 Day 55 92.44 91-180 Days E-10 10602.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2818.61 Day 55 317.66 Open E-3 19.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44816.08 Day 55 5049.57 Open E-4 5129.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26181.17 Day 55 1024.51 30-90 Days E-5 5115.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91904.76 Day 55 5765.76 <30 Days E-6 4787.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82081.23 Day 55 12001.28 Open E-7 14991.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11278.45 Day 55 7.47 <30 Days E-8 427.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10917.94 Day 55 1514.27 <30 Days E-9 201.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14187.48 Day 55 131.44 Open G-4 1910.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37205.11 Day 55 2373.97 Open IG-3 5140.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96272.05 Day 55 4893.14 <30 Days IG-4 3031.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46219.16 Day 55 1190.84 Open IG-5 2813.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89634.39 Day 55 3063.22 30-90 Days IG-6 246.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91289.55 Day 55 3185.00 91-180 Days IG-7 18173.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26464.94 Day 55 2103.30 30-90 Days IG-8 576.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66066.04 Day 55 5399.06 91-180 Days L-1 1676.47 No Treasury