| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
17646.26 |
Day 34 |
493.23 |
30-90 Days |
N-5 |
765.07 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
12267.67 |
Day 34 |
1542.34 |
30-90 Days |
N-6 |
378.54 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
82051.23 |
Day 34 |
7626.23 |
30-90 Days |
N-7 |
1282.31 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
65012.85 |
Day 34 |
2529.52 |
30-90 Days |
P-1 |
10608.92 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
49361.10 |
Day 34 |
3400.30 |
Open |
P-2 |
1170.78 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
30938.12 |
Day 34 |
2527.95 |
91-180 Days |
S-8 |
4734.06 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
81402.64 |
Day 34 |
3938.15 |
Open |
Y-1 |
14139.99 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
70578.84 |
Day 34 |
7138.27 |
30-90 Days |
Y-2 |
591.09 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
78136.90 |
Day 34 |
10746.61 |
Open |
Y-3 |
5479.24 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
73550.06 |
Day 34 |
10223.42 |
91-180 Days |
Y-4 |
10136.55 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
20403.46 |
Day 34 |
107.02 |
Open |
Z-1 |
3442.01 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
32680.31 |
Day 34 |
3192.87 |
Open |
A-2 |
3721.32 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
44895.89 |
Day 34 |
2715.53 |
30-90 Days |
A-3 |
7676.67 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
25808.11 |
Day 34 |
2615.39 |
91-180 Days |
A-4 |
5051.32 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
92428.28 |
Day 34 |
4573.56 |
<30 Days |
A-5 |
4444.61 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
48067.37 |
Day 34 |
3710.00 |
30-90 Days |
CB-1 |
5995.51 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
33036.00 |
Day 34 |
2272.94 |
Open |
CB-2 |
4618.96 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
83442.57 |
Day 34 |
4490.30 |
<30 Days |
CB-3 |
1056.59 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
19995.03 |
Day 34 |
529.98 |
30-90 Days |
E-1 |
3097.72 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
951.74 |
Day 34 |
13.52 |
30-90 Days |
E-2 |
109.61 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
73992.96 |
Day 34 |
8488.38 |
91-180 Days |
G-1 |
5138.17 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
31865.94 |
Day 34 |
2448.41 |
30-90 Days |
G-2 |
3463.62 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
56661.70 |
Day 34 |
8389.67 |
<30 Days |
G-3 |
2528.02 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
79996.96 |
Day 34 |
6182.02 |
91-180 Days |
IG-1 |
7615.66 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
102689.50 |
Day 34 |
4975.17 |
<30 Days |
IG-2 |
14224.20 |
Yes |
Liberty International Finance Ltd. |
Risk Management |