| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
18890.45 |
Day 26 |
1899.32 |
30-90 Days |
Y-2 |
912.88 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
61712.22 |
Day 26 |
4607.68 |
30-90 Days |
Y-3 |
3045.02 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
44707.38 |
Day 26 |
4693.82 |
30-90 Days |
Y-4 |
5791.50 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
98559.55 |
Day 26 |
9856.37 |
<30 Days |
Z-1 |
8336.15 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
70528.84 |
Day 26 |
1291.37 |
91-180 Days |
A-2 |
11699.03 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
99179.25 |
Day 26 |
2906.31 |
91-180 Days |
A-3 |
16534.26 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
111686.79 |
Day 26 |
7764.12 |
30-90 Days |
A-4 |
20474.13 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
78248.92 |
Day 26 |
9186.95 |
Open |
A-5 |
3123.79 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
97970.99 |
Day 26 |
6953.61 |
<30 Days |
CB-1 |
8195.91 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
83765.91 |
Day 26 |
1040.04 |
91-180 Days |
CB-2 |
13678.58 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
27918.52 |
Day 26 |
3911.48 |
Open |
CB-3 |
4058.18 |
Yes |
Liberty Wealth Management LLC |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
37289.74 |
Day 26 |
3994.18 |
<30 Days |
E-1 |
436.01 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
43731.90 |
Day 26 |
374.23 |
30-90 Days |
E-2 |
5436.90 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
65568.88 |
Day 26 |
103.09 |
Open |
G-1 |
5187.72 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
67375.34 |
Day 26 |
2717.54 |
Open |
G-2 |
10932.74 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
76595.39 |
Day 26 |
8961.24 |
Open |
G-3 |
4160.78 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
94626.36 |
Day 26 |
10520.45 |
Open |
IG-1 |
9747.94 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
110474.95 |
Day 26 |
7901.95 |
91-180 Days |
IG-2 |
17291.17 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
57363.95 |
Day 26 |
6896.56 |
Open |
S-1 |
1017.90 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
15320.70 |
Day 26 |
500.11 |
91-180 Days |
S-2 |
2816.31 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
92990.95 |
Day 26 |
3105.05 |
Open |
S-3 |
15730.76 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
57300.32 |
Day 26 |
5342.63 |
Open |
S-4 |
9310.54 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
49979.58 |
Day 26 |
1305.04 |
91-180 Days |
S-5 |
3577.81 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
32804.93 |
Day 26 |
4616.82 |
<30 Days |
S-6 |
3197.76 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
36809.98 |
Day 26 |
10.25 |
Open |
S-7 |
550.00 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |