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 66968.19 151 - 179 Days 1137.21 <30 Days CB-2 11828.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110533.34 151 - 179 Days 4742.75 91-180 Days CB-3 5561.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5343.08 151 - 179 Days 155.12 30-90 Days E-1 363.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6704.73 151 - 179 Days 222.37 <30 Days E-2 376.05 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31617.86 151 - 179 Days 3542.55 Open G-1 5882.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20540.76 151 - 179 Days 2944.47 91-180 Days G-2 545.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8631.27 151 - 179 Days 1144.30 Open G-3 740.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76904.36 151 - 179 Days 10191.82 Open IG-1 11818.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41968.68 151 - 179 Days 1958.18 30-90 Days IG-2 1642.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78275.15 151 - 179 Days 11231.91 Open S-1 3488.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36904.61 151 - 179 Days 1465.03 30-90 Days S-2 2737.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60373.30 151 - 179 Days 2657.06 Open S-3 6095.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13501.67 151 - 179 Days 1383.90 <30 Days S-4 387.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110661.81 151 - 179 Days 1515.47 30-90 Days S-5 8947.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37985.66 151 - 179 Days 4843.36 <30 Days S-6 7343.74 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28340.72 151 - 179 Days 3668.43 Open S-7 3852.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30869.54 180 - 270 Days 3244.82 Open A-0-Q 3163.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94308.06 180 - 270 Days 13887.78 91-180 Days A-1-Q 12701.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101619.30 180 - 270 Days 12990.60 <30 Days A-2-Q 6101.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38220.50 180 - 270 Days 249.45 <30 Days A-3-Q 6868.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93427.46 180 - 270 Days 2370.35 91-180 Days A-4-Q 11934.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87563.64 180 - 270 Days 3599.89 Open A-5-Q 9429.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105750.27 180 - 270 Days 7636.25 <30 Days CB-1-Q 16769.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88284.88 180 - 270 Days 7312.91 Open CB-2-Q 13040.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35682.27 180 - 270 Days 1282.04 <30 Days S-1-Q 6689.08 Yes Liberty Capital Markets Inc. Risk Management