| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
28312.34 |
Perpetual |
976.35 |
91-180 Days |
N-1 |
4576.71 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
34666.14 |
Perpetual |
4774.78 |
<30 Days |
N-2 |
2582.98 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
55792.03 |
Perpetual |
4231.41 |
91-180 Days |
N-3 |
9247.61 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
17245.73 |
Perpetual |
304.01 |
30-90 Days |
N-4 |
1930.99 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
57344.39 |
Perpetual |
2368.13 |
30-90 Days |
N-5 |
4328.08 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
91397.67 |
Perpetual |
10712.30 |
<30 Days |
N-6 |
11044.22 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
15192.26 |
Perpetual |
1667.58 |
<30 Days |
N-7 |
1710.68 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
39642.20 |
Perpetual |
5087.44 |
30-90 Days |
P-1 |
6246.46 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
39430.40 |
Perpetual |
3046.24 |
91-180 Days |
P-2 |
1537.19 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
81402.22 |
Perpetual |
1261.52 |
Open |
S-8 |
4100.90 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
26174.10 |
Perpetual |
2680.71 |
30-90 Days |
Y-1 |
4914.20 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
105639.83 |
Perpetual |
11436.13 |
<30 Days |
Y-2 |
20312.25 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
80062.84 |
Perpetual |
9808.07 |
<30 Days |
Y-3 |
6009.32 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
37909.61 |
Perpetual |
4485.74 |
30-90 Days |
Y-4 |
7424.76 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
86692.49 |
Perpetual |
12102.05 |
Open |
Z-1 |
2897.47 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
94053.95 |
Perpetual |
9598.84 |
91-180 Days |
A-2 |
16278.00 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
84383.81 |
Perpetual |
11692.31 |
Open |
A-3 |
5348.86 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
89801.46 |
Perpetual |
4118.32 |
<30 Days |
A-4 |
11696.62 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
75640.92 |
Perpetual |
5065.73 |
Open |
A-5 |
9414.63 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
70223.04 |
Perpetual |
8857.84 |
<30 Days |
CB-1 |
9592.39 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
21027.21 |
Perpetual |
1160.59 |
30-90 Days |
CB-2 |
3417.71 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
55790.80 |
Perpetual |
612.09 |
<30 Days |
CB-3 |
3758.44 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
5258.98 |
Perpetual |
305.53 |
30-90 Days |
E-1 |
682.68 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
80891.20 |
Perpetual |
3314.74 |
Open |
E-2 |
1886.24 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
42732.63 |
Perpetual |
2800.72 |
<30 Days |
G-1 |
2503.14 |
No |
|
Operations |