| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
42962.57 |
Day 24 |
2996.53 |
91-180 Days |
S-6-Q |
6699.57 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
86060.68 |
Day 24 |
3607.91 |
<30 Days |
S-7-Q |
6876.96 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
66241.25 |
Day 24 |
5797.10 |
<30 Days |
E-1-Q |
12904.64 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
29555.76 |
Day 24 |
1936.07 |
30-90 Days |
E-2-Q |
5817.74 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
19302.70 |
Day 24 |
2309.31 |
91-180 Days |
IG-1-Q |
1317.67 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
94493.71 |
Day 24 |
7058.84 |
91-180 Days |
IG-2-Q |
8141.06 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
5032.33 |
Day 24 |
21.84 |
91-180 Days |
C-1 |
64.39 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
34865.24 |
Day 24 |
3039.03 |
<30 Days |
CB-4 |
6660.98 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
11940.45 |
Day 24 |
519.07 |
30-90 Days |
E-10 |
1688.70 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
112761.10 |
Day 24 |
15150.44 |
30-90 Days |
E-3 |
11671.67 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
85008.79 |
Day 24 |
2042.60 |
91-180 Days |
E-4 |
14603.38 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
830.61 |
Day 24 |
9.84 |
30-90 Days |
E-5 |
128.27 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
89447.94 |
Day 24 |
6420.91 |
30-90 Days |
E-6 |
14476.77 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
37689.28 |
Day 24 |
4081.20 |
91-180 Days |
E-7 |
5703.39 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
397.70 |
Day 24 |
45.67 |
<30 Days |
E-8 |
62.89 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
49914.86 |
Day 24 |
4558.92 |
<30 Days |
E-9 |
7406.79 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
103629.31 |
Day 24 |
10709.96 |
91-180 Days |
G-4 |
5057.83 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
40755.51 |
Day 24 |
3768.40 |
91-180 Days |
IG-3 |
6869.24 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
4634.78 |
Day 24 |
397.58 |
<30 Days |
IG-4 |
228.14 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
75610.57 |
Day 24 |
2871.87 |
<30 Days |
IG-5 |
95.24 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
28166.98 |
Day 24 |
1189.36 |
30-90 Days |
IG-6 |
4969.13 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
111855.41 |
Day 24 |
14338.63 |
91-180 Days |
IG-7 |
20393.81 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
78910.89 |
Day 24 |
9815.12 |
91-180 Days |
IG-8 |
3328.48 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
76062.88 |
Day 24 |
5044.85 |
91-180 Days |
L-1 |
2558.20 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
53234.18 |
Day 24 |
1303.12 |
<30 Days |
L-10 |
10329.33 |
No |
|
Operations |