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 50379.15 >2 Yr <= 3 Yr 3606.08 <30 Days L-11 1112.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52652.84 >2 Yr <= 3 Yr 4648.31 91-180 Days L-2 8277.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7748.43 >2 Yr <= 3 Yr 423.30 91-180 Days L-3 582.74 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16322.16 >2 Yr <= 3 Yr 1082.16 30-90 Days L-4 247.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89734.97 >2 Yr <= 3 Yr 8872.71 Open L-5 11098.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51537.92 >2 Yr <= 3 Yr 6986.50 91-180 Days L-6 7110.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83545.93 >2 Yr <= 3 Yr 9117.29 30-90 Days L-7 11087.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38841.16 >2 Yr <= 3 Yr 1468.18 91-180 Days L-8 1443.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13747.17 >2 Yr <= 3 Yr 1.66 91-180 Days L-9 1633.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107713.95 >2 Yr <= 3 Yr 4326.15 Open LC-1 19521.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28165.74 >2 Yr <= 3 Yr 2580.84 Open LC-2 4032.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87155.10 >2 Yr <= 3 Yr 2001.97 91-180 Days N-1 14158.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101425.46 >2 Yr <= 3 Yr 12476.75 30-90 Days N-2 3378.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37026.48 >2 Yr <= 3 Yr 754.60 30-90 Days N-3 4688.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57957.61 >2 Yr <= 3 Yr 326.97 91-180 Days N-4 9745.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14115.70 >2 Yr <= 3 Yr 1870.17 <30 Days N-5 855.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63610.24 >2 Yr <= 3 Yr 2290.29 30-90 Days N-6 939.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80044.16 >2 Yr <= 3 Yr 9031.52 91-180 Days N-7 3984.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100299.77 >2 Yr <= 3 Yr 9384.34 <30 Days P-1 19248.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80089.33 >2 Yr <= 3 Yr 10582.96 30-90 Days P-2 3847.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13068.89 >2 Yr <= 3 Yr 1488.58 Open S-8 809.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64291.52 >2 Yr <= 3 Yr 7811.75 91-180 Days Y-1 3424.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90707.53 >2 Yr <= 3 Yr 2833.18 Open Y-2 3419.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105200.52 >2 Yr <= 3 Yr 3670.56 Open Y-3 11722.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33385.17 >2 Yr <= 3 Yr 4293.70 Open Y-4 6172.21 No Operations