| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
67623.80 |
>3 Yr <= 4 Yr |
7716.62 |
30-90 Days |
L-4 |
691.77 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
11357.97 |
>3 Yr <= 4 Yr |
1327.79 |
<30 Days |
L-5 |
956.20 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
25668.65 |
>3 Yr <= 4 Yr |
3664.84 |
30-90 Days |
L-6 |
4396.02 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
107280.70 |
>3 Yr <= 4 Yr |
15919.37 |
30-90 Days |
L-7 |
11503.38 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
68499.13 |
>3 Yr <= 4 Yr |
8417.12 |
91-180 Days |
L-8 |
7083.24 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
80998.83 |
>3 Yr <= 4 Yr |
1628.51 |
<30 Days |
L-9 |
3296.25 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
1929.10 |
>3 Yr <= 4 Yr |
83.66 |
30-90 Days |
LC-1 |
341.85 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
104450.41 |
>3 Yr <= 4 Yr |
4301.67 |
91-180 Days |
LC-2 |
3090.04 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
107679.96 |
>3 Yr <= 4 Yr |
8846.34 |
<30 Days |
N-1 |
17896.16 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
96424.84 |
>3 Yr <= 4 Yr |
5336.05 |
91-180 Days |
N-2 |
13048.43 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
59860.24 |
>3 Yr <= 4 Yr |
4189.07 |
<30 Days |
N-3 |
2030.26 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
38115.84 |
>3 Yr <= 4 Yr |
1482.36 |
30-90 Days |
N-4 |
1291.39 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
58201.54 |
>3 Yr <= 4 Yr |
3936.56 |
91-180 Days |
N-5 |
2512.86 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
24005.43 |
>3 Yr <= 4 Yr |
1009.68 |
91-180 Days |
N-6 |
4738.95 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
35256.22 |
>3 Yr <= 4 Yr |
449.32 |
<30 Days |
N-7 |
3248.86 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
62075.91 |
>3 Yr <= 4 Yr |
6473.55 |
30-90 Days |
P-1 |
11204.27 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
30948.16 |
>3 Yr <= 4 Yr |
3459.42 |
<30 Days |
P-2 |
794.85 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
50313.41 |
>3 Yr <= 4 Yr |
3521.29 |
91-180 Days |
S-8 |
9689.62 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
93750.50 |
>3 Yr <= 4 Yr |
5437.54 |
Open |
Y-1 |
3278.22 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
24367.05 |
>3 Yr <= 4 Yr |
1907.60 |
30-90 Days |
Y-2 |
904.41 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
63887.32 |
>3 Yr <= 4 Yr |
5551.09 |
Open |
Y-3 |
11753.61 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
60336.76 |
>3 Yr <= 4 Yr |
6438.63 |
Open |
Y-4 |
5115.19 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
100243.39 |
>3 Yr <= 4 Yr |
7252.26 |
Open |
Z-1 |
341.30 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
21526.55 |
>3 Yr <= 4 Yr |
1786.08 |
<30 Days |
A-2 |
3551.38 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
67442.93 |
>3 Yr <= 4 Yr |
8035.53 |
91-180 Days |
A-3 |
6913.12 |
No |
|
Finance |