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 55363.82 83 - 90 Days 5825.74 Open C-1 4306.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85249.79 83 - 90 Days 10607.99 91-180 Days CB-4 4542.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7204.71 83 - 90 Days 358.55 Open E-10 922.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38379.20 83 - 90 Days 2412.04 91-180 Days E-3 2536.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 49388.79 83 - 90 Days 2753.50 Open E-4 1558.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101952.11 83 - 90 Days 15053.82 91-180 Days E-5 15133.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74474.07 83 - 90 Days 10274.73 30-90 Days E-6 14795.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32140.09 83 - 90 Days 244.87 30-90 Days E-7 4942.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 11903.30 83 - 90 Days 1654.46 Open E-8 704.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7814.31 83 - 90 Days 204.26 Open E-9 592.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45094.13 83 - 90 Days 1643.49 91-180 Days G-4 4995.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92284.59 83 - 90 Days 1385.02 Open IG-3 17445.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1804.62 83 - 90 Days 179.15 91-180 Days IG-4 86.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69235.59 83 - 90 Days 8097.43 Open IG-5 10296.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82584.52 83 - 90 Days 10009.07 91-180 Days IG-6 10149.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62441.51 83 - 90 Days 2001.44 30-90 Days IG-7 5147.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24833.56 83 - 90 Days 2.04 30-90 Days IG-8 2851.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39362.51 83 - 90 Days 1110.91 30-90 Days L-1 3268.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63162.97 83 - 90 Days 2410.09 Open L-10 4233.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62867.84 83 - 90 Days 8965.74 91-180 Days L-11 2020.08 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108430.19 83 - 90 Days 10319.82 <30 Days L-2 17799.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28359.16 83 - 90 Days 1486.44 30-90 Days L-3 504.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5452.89 83 - 90 Days 559.71 91-180 Days L-4 52.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96421.31 83 - 90 Days 10191.57 Open L-5 15796.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8051.24 83 - 90 Days 906.96 91-180 Days L-6 884.18 Yes Liberty Capital Markets Inc. Treasury