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 1827.02 151 - 179 Days 148.29 30-90 Days L-7 206.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15993.52 151 - 179 Days 576.50 91-180 Days L-8 2119.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20094.57 151 - 179 Days 2835.83 30-90 Days L-9 1427.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14637.30 151 - 179 Days 469.67 30-90 Days LC-1 2232.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26970.17 151 - 179 Days 1790.42 91-180 Days LC-2 327.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89985.48 151 - 179 Days 12562.61 Open N-1 867.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26628.82 151 - 179 Days 3330.60 91-180 Days N-2 896.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88006.95 151 - 179 Days 777.27 Open N-3 13490.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78490.27 151 - 179 Days 9356.50 91-180 Days N-4 14600.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78425.00 151 - 179 Days 8730.95 30-90 Days N-5 13954.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75541.52 151 - 179 Days 7032.16 30-90 Days N-6 887.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82496.52 151 - 179 Days 4759.33 <30 Days N-7 21.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49813.30 151 - 179 Days 4753.78 <30 Days P-1 5072.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111089.79 151 - 179 Days 3991.87 Open P-2 628.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99326.20 151 - 179 Days 10384.68 30-90 Days S-8 10132.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50129.03 151 - 179 Days 44.47 <30 Days Y-1 6375.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18937.07 151 - 179 Days 2088.08 <30 Days Y-2 2896.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91696.79 151 - 179 Days 1391.16 Open Y-3 8098.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44303.97 151 - 179 Days 5514.78 <30 Days Y-4 2778.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3199.35 151 - 179 Days 228.26 <30 Days Z-1 308.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69250.08 151 - 179 Days 8114.62 Open A-2 5341.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94902.18 151 - 179 Days 8110.03 91-180 Days A-3 12571.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108219.77 151 - 179 Days 12175.82 30-90 Days A-4 9532.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55503.26 151 - 179 Days 3474.23 91-180 Days A-5 7382.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43647.88 151 - 179 Days 1607.35 Open CB-1 1220.42 No Treasury