| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
82226.64 |
Day 27 |
6681.80 |
30-90 Days |
N-3 |
690.15 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
77130.05 |
Day 27 |
11156.63 |
Open |
N-4 |
4039.35 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
43184.67 |
Day 27 |
3192.51 |
30-90 Days |
N-5 |
2003.42 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
98464.09 |
Day 27 |
8896.16 |
Open |
N-6 |
692.18 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
72224.00 |
Day 27 |
4260.44 |
30-90 Days |
N-7 |
4005.98 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
26307.12 |
Day 27 |
1502.80 |
30-90 Days |
P-1 |
4573.29 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
30983.45 |
Day 27 |
3193.79 |
91-180 Days |
P-2 |
6077.57 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
90554.99 |
Day 27 |
6806.74 |
30-90 Days |
S-8 |
14068.90 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
109474.79 |
Day 27 |
6657.56 |
<30 Days |
Y-1 |
1109.17 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
90481.21 |
Day 27 |
1064.75 |
<30 Days |
Y-2 |
5370.03 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
78846.50 |
Day 27 |
7871.25 |
91-180 Days |
Y-3 |
11345.90 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
91340.24 |
Day 27 |
8998.60 |
Open |
Y-4 |
10719.46 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
56833.20 |
Day 27 |
7404.35 |
91-180 Days |
Z-1 |
6646.60 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
56750.12 |
Day 27 |
1429.93 |
91-180 Days |
A-2 |
9377.88 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
69855.28 |
Day 27 |
2915.89 |
Open |
A-3 |
3341.65 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
19534.43 |
Day 27 |
317.60 |
Open |
A-4 |
2254.94 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
7521.78 |
Day 27 |
929.13 |
Open |
A-5 |
1358.98 |
Yes |
Liberty Wealth Management LLC |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
9902.49 |
Day 27 |
928.73 |
<30 Days |
CB-1 |
614.13 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
38932.90 |
Day 27 |
1487.93 |
<30 Days |
CB-2 |
651.75 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
527.85 |
Day 27 |
47.67 |
91-180 Days |
CB-3 |
75.46 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
95141.33 |
Day 27 |
11237.26 |
30-90 Days |
E-1 |
14358.11 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
68041.67 |
Day 27 |
470.42 |
91-180 Days |
E-2 |
10953.26 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
32765.80 |
Day 27 |
4807.71 |
30-90 Days |
G-1 |
1294.93 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
112605.13 |
Day 27 |
1496.71 |
<30 Days |
G-2 |
2798.49 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
34040.76 |
Day 27 |
4452.92 |
30-90 Days |
G-3 |
5590.17 |
Yes |
Liberty Wealth Management LLC |
Operations |