| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
69930.72 |
Day 16 |
8034.99 |
30-90 Days |
N-7 |
13945.54 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
26328.25 |
Day 16 |
3387.73 |
<30 Days |
P-1 |
2836.13 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
104799.47 |
Day 16 |
9356.15 |
<30 Days |
P-2 |
9964.47 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
81922.14 |
Day 16 |
11715.89 |
Open |
S-8 |
5313.87 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
96764.12 |
Day 16 |
9280.70 |
<30 Days |
Y-1 |
3327.29 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
21693.65 |
Day 16 |
248.72 |
91-180 Days |
Y-2 |
1461.98 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
40684.55 |
Day 16 |
4006.02 |
91-180 Days |
Y-3 |
1978.15 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
66478.18 |
Day 16 |
7701.94 |
91-180 Days |
Y-4 |
9268.96 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
47110.20 |
Day 16 |
2097.67 |
91-180 Days |
Z-1 |
7467.10 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
88085.66 |
Day 16 |
2937.43 |
91-180 Days |
A-2 |
757.48 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
111068.05 |
Day 16 |
14244.08 |
Open |
A-3 |
8515.44 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
20572.04 |
Day 16 |
2961.57 |
<30 Days |
A-4 |
279.18 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
112927.40 |
Day 16 |
1433.18 |
91-180 Days |
A-5 |
8565.54 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
78493.42 |
Day 16 |
3649.32 |
Open |
CB-1 |
11123.26 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
26138.20 |
Day 16 |
1935.34 |
30-90 Days |
CB-2 |
443.99 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
22215.46 |
Day 16 |
1618.21 |
<30 Days |
CB-3 |
3406.28 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
111326.52 |
Day 16 |
12563.75 |
Open |
E-1 |
6522.19 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
419.10 |
Day 16 |
28.09 |
91-180 Days |
E-2 |
72.72 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
104747.70 |
Day 16 |
12184.75 |
<30 Days |
G-1 |
1000.27 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
75266.88 |
Day 16 |
6163.05 |
30-90 Days |
G-2 |
3725.88 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
62944.09 |
Day 16 |
340.55 |
Open |
G-3 |
12330.36 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
35288.43 |
Day 16 |
4098.07 |
Open |
IG-1 |
2332.18 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
64572.40 |
Day 16 |
8911.18 |
91-180 Days |
IG-2 |
4544.12 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
19201.47 |
Day 16 |
1763.82 |
30-90 Days |
S-1 |
2186.77 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
110462.47 |
Day 16 |
5597.28 |
91-180 Days |
S-2 |
10959.34 |
No |
|
Operations |