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 100360.92 151 - 179 Days 5181.95 30-90 Days CB-1-Q 12309.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70157.29 151 - 179 Days 9005.08 91-180 Days CB-2-Q 3969.52 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96044.29 151 - 179 Days 12031.45 30-90 Days S-1-Q 10560.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70365.04 151 - 179 Days 4904.15 30-90 Days S-2-Q 4344.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 112572.58 151 - 179 Days 12454.85 30-90 Days S-3-Q 12364.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69997.05 151 - 179 Days 282.51 30-90 Days S-4-Q 5892.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103760.58 151 - 179 Days 1742.48 Open CB-3-Q 9667.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3329.48 151 - 179 Days 256.96 <30 Days G-1-Q 628.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40447.46 151 - 179 Days 4124.12 Open G-2-Q 4764.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75407.67 151 - 179 Days 5148.55 91-180 Days G-3-Q 1989.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6049.00 151 - 179 Days 24.65 Open S-5-Q 419.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7478.35 151 - 179 Days 655.23 30-90 Days S-6-Q 481.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58133.78 151 - 179 Days 2893.00 <30 Days S-7-Q 4370.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36125.81 151 - 179 Days 833.77 91-180 Days E-1-Q 1257.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30037.32 151 - 179 Days 3433.56 91-180 Days E-2-Q 2573.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35225.45 151 - 179 Days 3316.68 Open IG-1-Q 5414.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80867.92 151 - 179 Days 3455.44 Open IG-2-Q 7254.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 12449.59 151 - 179 Days 444.74 <30 Days C-1 1002.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23311.94 151 - 179 Days 973.21 Open CB-4 2560.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82255.99 151 - 179 Days 5382.16 <30 Days E-10 15349.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109610.95 151 - 179 Days 15981.11 91-180 Days E-3 16970.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8310.75 151 - 179 Days 1229.31 91-180 Days E-4 1113.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73970.14 151 - 179 Days 221.35 91-180 Days E-5 12925.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101772.09 151 - 179 Days 1759.58 30-90 Days E-6 5017.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28833.62 151 - 179 Days 1417.03 Open E-7 4970.51 No Operations