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 Yes 34566.04 180 - 270 Days 2921.76 30-90 Days N-7 3356.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30676.98 180 - 270 Days 4481.10 91-180 Days P-1 329.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72003.62 180 - 270 Days 3065.26 <30 Days P-2 13427.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8720.85 180 - 270 Days 1179.11 Open S-8 1019.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51677.04 180 - 270 Days 2764.74 Open Y-1 8564.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78219.17 180 - 270 Days 10461.67 30-90 Days Y-2 10665.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63766.96 180 - 270 Days 7050.83 30-90 Days Y-3 6744.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16968.67 180 - 270 Days 2426.01 91-180 Days Y-4 1819.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37149.19 180 - 270 Days 3802.59 91-180 Days Z-1 1919.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9498.94 180 - 270 Days 168.54 30-90 Days A-2 535.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 229.44 180 - 270 Days 15.46 30-90 Days A-3 4.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106290.97 180 - 270 Days 7142.62 Open A-4 1759.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72470.39 180 - 270 Days 3783.85 91-180 Days A-5 6485.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48144.38 180 - 270 Days 5660.01 91-180 Days CB-1 3963.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50632.87 180 - 270 Days 5026.89 30-90 Days CB-2 6267.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57306.40 180 - 270 Days 5094.61 <30 Days CB-3 5770.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27257.33 180 - 270 Days 3764.71 30-90 Days E-1 4696.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101206.25 180 - 270 Days 14751.01 30-90 Days E-2 12772.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82000.93 180 - 270 Days 3231.61 Open G-1 2753.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59095.37 180 - 270 Days 4724.04 Open G-2 3462.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103506.75 180 - 270 Days 1108.95 <30 Days G-3 4775.73 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111789.11 180 - 270 Days 5484.25 91-180 Days IG-1 11795.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57870.95 180 - 270 Days 1947.16 30-90 Days IG-2 8337.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7614.62 180 - 270 Days 921.76 91-180 Days S-1 417.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51597.97 180 - 270 Days 3618.61 Open S-2 3063.80 No Operations