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 19216.52 Day 14 1820.48 30-90 Days CB-2 425.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88959.98 Day 14 1245.69 91-180 Days CB-3 12333.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76164.06 Day 14 5547.78 91-180 Days E-1 14050.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 11937.30 Day 14 614.03 Open E-2 1894.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105668.40 Day 14 9718.52 91-180 Days G-1 17604.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30365.13 Day 14 2231.62 <30 Days G-2 5161.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53891.39 Day 14 129.37 <30 Days G-3 2180.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111949.29 Day 14 8868.74 30-90 Days IG-1 16630.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47785.86 Day 14 666.50 <30 Days IG-2 3748.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23724.41 Day 14 2350.51 30-90 Days S-1 1339.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3318.83 Day 14 206.26 91-180 Days S-2 160.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96345.04 Day 14 128.12 91-180 Days S-3 10514.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73922.29 Day 14 8079.36 91-180 Days S-4 10514.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96525.24 Day 14 8358.28 91-180 Days S-5 9048.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 31238.35 Day 14 671.83 <30 Days S-6 6081.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54286.15 Day 14 7932.31 30-90 Days S-7 4541.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15095.38 Day 15 579.29 91-180 Days A-0-Q 1566.11 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37491.95 Day 15 2991.23 91-180 Days A-1-Q 1039.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53909.08 Day 15 452.50 <30 Days A-2-Q 991.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62002.75 Day 15 4410.90 30-90 Days A-3-Q 4319.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53977.18 Day 15 556.10 Open A-4-Q 8681.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77976.10 Day 15 3517.29 30-90 Days A-5-Q 4746.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2464.34 Day 15 50.10 Open CB-1-Q 202.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10197.96 Day 15 747.05 Open CB-2-Q 1042.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103310.38 Day 15 4680.28 Open S-1-Q 6400.28 Yes Liberty Capital Markets Inc. Treasury