| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
91529.61 |
Day 53 |
1140.57 |
30-90 Days |
Y-4 |
5009.40 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
29859.20 |
Day 53 |
3909.05 |
Open |
Z-1 |
5159.37 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
48895.68 |
Day 53 |
5601.48 |
Open |
A-2 |
5755.98 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
90333.94 |
Day 53 |
3751.06 |
<30 Days |
A-3 |
15078.97 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
12778.59 |
Day 53 |
755.13 |
<30 Days |
A-4 |
2466.86 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
35576.02 |
Day 53 |
1781.68 |
<30 Days |
A-5 |
5884.13 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
33963.81 |
Day 53 |
5059.09 |
30-90 Days |
CB-1 |
6488.59 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
29563.07 |
Day 53 |
968.28 |
30-90 Days |
CB-2 |
2161.89 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
38185.20 |
Day 53 |
5052.68 |
91-180 Days |
CB-3 |
4769.44 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
88340.46 |
Day 53 |
10454.89 |
91-180 Days |
E-1 |
504.64 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
112324.72 |
Day 53 |
12091.84 |
30-90 Days |
E-2 |
15574.16 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
35282.94 |
Day 53 |
3567.97 |
Open |
G-1 |
3618.44 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
65793.10 |
Day 53 |
4332.27 |
91-180 Days |
G-2 |
10649.61 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
41268.90 |
Day 53 |
4192.16 |
Open |
G-3 |
4689.82 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
67648.27 |
Day 53 |
3954.79 |
<30 Days |
IG-1 |
58.16 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
85931.29 |
Day 53 |
5112.37 |
91-180 Days |
IG-2 |
6501.62 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
58291.49 |
Day 53 |
621.47 |
30-90 Days |
S-1 |
6717.66 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
58828.35 |
Day 53 |
7931.23 |
30-90 Days |
S-2 |
340.70 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
71810.22 |
Day 53 |
10506.23 |
Open |
S-3 |
8582.72 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
30029.40 |
Day 53 |
3576.54 |
<30 Days |
S-4 |
3238.22 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
42944.02 |
Day 53 |
5022.64 |
Open |
S-5 |
7101.11 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
82069.14 |
Day 53 |
10463.81 |
<30 Days |
S-6 |
2798.41 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
59268.46 |
Day 53 |
2102.23 |
Open |
S-7 |
3692.84 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
106021.09 |
Day 54 |
15100.18 |
Open |
A-0-Q |
771.04 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
67642.33 |
Day 54 |
2377.82 |
91-180 Days |
A-1-Q |
6407.03 |
Yes |
Liberty International Finance Ltd. |
Operations |