Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 93094.54 Day 57 6483.06 30-90 Days S-7 11968.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66648.68 Day 58 2830.36 Open A-0-Q 13129.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85838.24 Day 58 5427.25 <30 Days A-1-Q 1223.54 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48646.89 Day 58 5670.08 91-180 Days A-2-Q 8901.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28827.77 Day 58 2720.46 <30 Days A-3-Q 3085.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82035.38 Day 58 1387.74 Open A-4-Q 3686.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94630.15 Day 58 7962.82 30-90 Days A-5-Q 6451.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46716.33 Day 58 5742.84 <30 Days CB-1-Q 4105.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93756.30 Day 58 6018.51 Open CB-2-Q 4617.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46249.84 Day 58 2142.89 30-90 Days S-1-Q 4645.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109468.59 Day 58 6566.16 91-180 Days S-2-Q 3272.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 993.48 Day 58 96.33 <30 Days S-3-Q 136.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71046.68 Day 58 2392.37 Open S-4-Q 66.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26200.96 Day 58 2112.29 91-180 Days CB-3-Q 4584.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6689.01 Day 58 633.55 91-180 Days G-1-Q 1199.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80328.11 Day 58 6870.35 Open G-2-Q 852.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92428.87 Day 58 9889.08 <30 Days G-3-Q 15174.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13385.19 Day 58 188.29 30-90 Days S-5-Q 1829.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86549.52 Day 58 8313.18 <30 Days S-6-Q 16094.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56905.41 Day 58 7285.74 91-180 Days S-7-Q 10241.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20257.90 Day 58 1367.33 <30 Days E-1-Q 2633.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36018.94 Day 58 3590.04 30-90 Days E-2-Q 1898.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70478.35 Day 58 2900.46 91-180 Days IG-1-Q 4681.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32867.79 Day 58 419.23 91-180 Days IG-2-Q 6397.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72284.88 Day 58 3793.32 30-90 Days C-1 1849.54 Yes Liberty International Finance Ltd. Treasury