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 108800.40 271 - 364 Days 1792.73 Open A-3-Q 9444.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13996.85 271 - 364 Days 1532.39 Open A-4-Q 707.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43411.44 271 - 364 Days 6463.51 91-180 Days A-5-Q 2800.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99989.22 271 - 364 Days 9070.83 91-180 Days CB-1-Q 4302.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36290.65 271 - 364 Days 317.71 Open CB-2-Q 554.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33066.90 271 - 364 Days 2007.43 Open S-1-Q 683.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11348.65 271 - 364 Days 1527.67 <30 Days S-2-Q 1904.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38827.44 271 - 364 Days 1834.79 91-180 Days S-3-Q 4749.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72195.38 271 - 364 Days 4285.00 <30 Days S-4-Q 11015.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42942.36 271 - 364 Days 4039.52 <30 Days CB-3-Q 731.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45835.17 271 - 364 Days 4219.94 30-90 Days G-1-Q 8961.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 46790.13 271 - 364 Days 2283.99 30-90 Days G-2-Q 1180.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100324.29 271 - 364 Days 7112.43 30-90 Days G-3-Q 19918.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19031.41 271 - 364 Days 1055.10 91-180 Days S-5-Q 3608.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 31559.24 271 - 364 Days 3002.14 91-180 Days S-6-Q 2594.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85738.37 271 - 364 Days 3785.05 Open S-7-Q 3155.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51870.86 271 - 364 Days 5877.95 30-90 Days E-1-Q 4629.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21984.59 271 - 364 Days 287.37 30-90 Days E-2-Q 4221.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49475.27 271 - 364 Days 6688.93 91-180 Days IG-1-Q 155.15 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59271.41 271 - 364 Days 6772.13 91-180 Days IG-2-Q 1714.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68524.71 271 - 364 Days 5823.43 91-180 Days C-1 12586.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94234.40 271 - 364 Days 4020.19 Open CB-4 17826.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30447.48 271 - 364 Days 4290.24 Open E-10 72.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37636.16 271 - 364 Days 3538.88 <30 Days E-3 1237.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22129.60 271 - 364 Days 1175.82 30-90 Days E-4 515.80 Yes Liberty Wealth Management LLC Operations