| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
98323.79 |
>4 Yr <= 5 Yr |
3052.18 |
30-90 Days |
N-4 |
17180.04 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
113672.21 |
>4 Yr <= 5 Yr |
6795.72 |
<30 Days |
N-5 |
7107.82 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
64414.45 |
>4 Yr <= 5 Yr |
8908.15 |
30-90 Days |
N-6 |
5820.50 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
111185.67 |
>4 Yr <= 5 Yr |
9329.46 |
91-180 Days |
N-7 |
9114.17 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
63038.44 |
>4 Yr <= 5 Yr |
4406.27 |
Open |
P-1 |
7452.91 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
29398.87 |
>4 Yr <= 5 Yr |
3999.59 |
Open |
P-2 |
4941.29 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
11261.14 |
>4 Yr <= 5 Yr |
11.74 |
<30 Days |
S-8 |
2110.31 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
101227.88 |
>4 Yr <= 5 Yr |
2226.71 |
30-90 Days |
Y-1 |
15280.85 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
110622.76 |
>4 Yr <= 5 Yr |
12775.71 |
<30 Days |
Y-2 |
18755.72 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
74159.65 |
>4 Yr <= 5 Yr |
10062.22 |
30-90 Days |
Y-3 |
5900.31 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
89934.42 |
>4 Yr <= 5 Yr |
6604.23 |
91-180 Days |
Y-4 |
3948.31 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
34679.10 |
>4 Yr <= 5 Yr |
2125.33 |
Open |
Z-1 |
5456.96 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
86005.92 |
>4 Yr <= 5 Yr |
7817.02 |
Open |
A-2 |
8652.65 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
104200.22 |
>4 Yr <= 5 Yr |
6411.07 |
<30 Days |
A-3 |
5450.37 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
111920.34 |
>4 Yr <= 5 Yr |
4354.18 |
91-180 Days |
A-4 |
14715.69 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
24501.93 |
>4 Yr <= 5 Yr |
3575.03 |
<30 Days |
A-5 |
4800.62 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
14327.82 |
>4 Yr <= 5 Yr |
351.54 |
Open |
CB-1 |
694.15 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
102984.30 |
>4 Yr <= 5 Yr |
15261.21 |
30-90 Days |
CB-2 |
961.52 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
61664.33 |
>4 Yr <= 5 Yr |
525.96 |
<30 Days |
CB-3 |
6928.30 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
87163.86 |
>4 Yr <= 5 Yr |
9288.91 |
Open |
E-1 |
16823.30 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
105338.94 |
>4 Yr <= 5 Yr |
1285.33 |
30-90 Days |
E-2 |
20867.30 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
7187.49 |
>4 Yr <= 5 Yr |
420.58 |
91-180 Days |
G-1 |
1258.92 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
5466.08 |
>4 Yr <= 5 Yr |
50.00 |
30-90 Days |
G-2 |
612.27 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
72317.76 |
>4 Yr <= 5 Yr |
8502.58 |
<30 Days |
G-3 |
14081.40 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
34510.66 |
>4 Yr <= 5 Yr |
2630.63 |
30-90 Days |
IG-1 |
49.68 |
No |
|
Finance |