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 18762.13 Perpetual 2256.62 30-90 Days S-4-Q 1658.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33346.01 Perpetual 3881.84 Open CB-3-Q 2236.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44301.57 Perpetual 3497.15 30-90 Days G-1-Q 8238.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79081.81 Perpetual 2906.67 30-90 Days G-2-Q 3370.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41486.25 Perpetual 5982.89 Open G-3-Q 7919.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99573.94 Perpetual 4121.03 30-90 Days S-5-Q 3152.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64955.21 Perpetual 8262.96 <30 Days S-6-Q 8467.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87772.73 Perpetual 9502.98 91-180 Days S-7-Q 10973.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109593.54 Perpetual 7293.10 Open E-1-Q 11266.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108537.56 Perpetual 4140.58 30-90 Days E-2-Q 5831.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76009.10 Perpetual 770.28 Open IG-1-Q 10178.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110516.21 Perpetual 12677.53 91-180 Days IG-2-Q 2941.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26321.16 Perpetual 1918.02 30-90 Days C-1 1487.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72966.20 Perpetual 1811.88 <30 Days CB-4 14294.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74775.19 Perpetual 7968.88 30-90 Days E-10 11300.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100553.20 Perpetual 6379.06 30-90 Days E-3 15399.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76319.77 Perpetual 10210.47 30-90 Days E-4 9642.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53683.22 Perpetual 3944.86 30-90 Days E-5 2354.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8817.16 Perpetual 437.85 30-90 Days E-6 1694.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39579.39 Perpetual 1558.04 91-180 Days E-7 3395.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3705.92 Perpetual 215.10 91-180 Days E-8 58.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53840.47 Perpetual 4607.58 Open E-9 8878.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18703.84 Perpetual 616.98 30-90 Days G-4 2540.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65370.65 Perpetual 2325.70 <30 Days IG-3 5433.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75620.71 Perpetual 1015.31 Open IG-4 9103.63 Yes Liberty Mortgage Services Corp. Operations