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 Pension Fund No 85218.30 Day 3 10390.90 91-180 Days G-1 3466.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32178.40 Day 3 889.92 <30 Days G-2 2250.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88143.40 Day 3 7399.67 91-180 Days G-3 2306.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27219.27 Day 3 4068.26 <30 Days IG-1 2014.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68642.84 Day 3 3081.58 <30 Days IG-2 6792.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17254.19 Day 3 932.82 30-90 Days S-1 3266.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82814.66 Day 3 7396.13 91-180 Days S-2 11521.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106353.07 Day 3 15613.13 30-90 Days S-3 3102.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13452.51 Day 3 1188.36 <30 Days S-4 1409.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 59994.73 Day 3 2262.62 <30 Days S-5 8009.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10564.13 Day 3 67.78 Open S-6 552.15 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 105483.00 Day 3 836.32 <30 Days S-7 1126.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54540.42 Day 4 6348.81 Open A-0-Q 3997.27 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 45444.00 Day 4 198.13 <30 Days A-1-Q 1331.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64371.63 Day 4 6110.15 30-90 Days A-2-Q 10016.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56740.56 Day 4 3965.20 30-90 Days A-3-Q 6568.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78935.04 Day 4 4312.70 30-90 Days A-4-Q 15712.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52726.14 Day 4 5096.70 91-180 Days A-5-Q 8435.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50489.33 Day 4 1206.34 30-90 Days CB-1-Q 2571.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 655.86 Day 4 4.68 Open CB-2-Q 67.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53585.22 Day 4 724.26 Open S-1-Q 724.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10504.27 Day 4 1201.75 91-180 Days S-2-Q 526.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79012.35 Day 4 3504.29 <30 Days S-3-Q 4715.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27498.60 Day 4 2735.79 30-90 Days S-4-Q 4684.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79390.73 Day 4 242.82 91-180 Days CB-3-Q 5855.39 Yes Liberty International Finance Ltd. Operations