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 99429.96 75 - 82 Days 5461.52 30-90 Days G-3 17663.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67321.33 75 - 82 Days 9107.82 <30 Days IG-1 9665.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113277.65 75 - 82 Days 7531.36 91-180 Days IG-2 15717.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77400.87 75 - 82 Days 11230.88 Open S-1 4474.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48346.54 75 - 82 Days 5778.11 Open S-2 3841.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99129.72 75 - 82 Days 7106.40 Open S-3 13073.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96738.29 75 - 82 Days 11663.28 30-90 Days S-4 18167.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19422.93 75 - 82 Days 346.97 30-90 Days S-5 201.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46495.99 75 - 82 Days 5653.74 91-180 Days S-6 5628.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32589.83 75 - 82 Days 2371.29 <30 Days S-7 772.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45371.48 83 - 90 Days 3912.34 30-90 Days A-0-Q 1992.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64469.78 83 - 90 Days 2924.74 91-180 Days A-1-Q 118.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24630.02 83 - 90 Days 3521.92 Open A-2-Q 3495.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105351.85 83 - 90 Days 2482.61 30-90 Days A-3-Q 15834.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107840.95 83 - 90 Days 14054.46 91-180 Days A-4-Q 16164.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64881.42 83 - 90 Days 6259.21 30-90 Days A-5-Q 7229.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37263.34 83 - 90 Days 3205.79 30-90 Days CB-1-Q 3086.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20071.21 83 - 90 Days 1086.82 91-180 Days CB-2-Q 1299.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18081.83 83 - 90 Days 457.82 <30 Days S-1-Q 1240.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16240.86 83 - 90 Days 1071.14 Open S-2-Q 2223.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8774.27 83 - 90 Days 371.41 <30 Days S-3-Q 854.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6594.82 83 - 90 Days 564.13 <30 Days S-4-Q 316.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62708.08 83 - 90 Days 8954.99 <30 Days CB-3-Q 11639.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106733.35 83 - 90 Days 9640.05 91-180 Days G-1-Q 16831.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30633.05 83 - 90 Days 29.45 Open G-2-Q 5309.39 No Legal