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 Yes 71453.56 Day 24 9628.61 Open S-2 8557.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4721.26 Day 24 635.20 Open S-3 675.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24437.37 Day 24 2846.02 <30 Days S-4 4830.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107336.69 Day 24 4269.21 <30 Days S-5 16040.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 3913.90 Day 24 169.05 30-90 Days S-6 720.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113208.29 Day 24 16811.07 Open S-7 6209.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48259.51 Day 25 1569.12 Open A-0-Q 3979.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 34531.42 Day 25 3817.16 Open A-1-Q 37.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24157.08 Day 25 3164.95 30-90 Days A-2-Q 4774.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108147.34 Day 25 8201.43 91-180 Days A-3-Q 7523.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10416.63 Day 25 1140.94 91-180 Days A-4-Q 1470.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67160.20 Day 25 9895.99 91-180 Days A-5-Q 2295.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33358.41 Day 25 368.66 30-90 Days CB-1-Q 1063.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56307.31 Day 25 2166.47 91-180 Days CB-2-Q 6512.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78660.45 Day 25 10739.69 30-90 Days S-1-Q 3267.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3158.37 Day 25 87.97 30-90 Days S-2-Q 397.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 112365.57 Day 25 10895.22 <30 Days S-3-Q 13350.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78644.97 Day 25 6308.05 30-90 Days S-4-Q 13104.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95222.93 Day 25 6755.61 <30 Days CB-3-Q 13733.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20009.40 Day 25 2005.73 Open G-1-Q 1311.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81118.34 Day 25 2813.16 <30 Days G-2-Q 15310.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38009.43 Day 25 4970.10 Open G-3-Q 4279.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19961.46 Day 25 2719.80 Open S-5-Q 3828.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79450.62 Day 25 5661.33 91-180 Days S-6-Q 10528.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52663.79 Day 25 2559.60 91-180 Days S-7-Q 1232.72 No Treasury