| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
100077.20 |
Day 41 |
7112.74 |
Open |
N-2 |
5483.64 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
90936.07 |
Day 41 |
10471.15 |
30-90 Days |
N-3 |
4888.45 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
25425.71 |
Day 41 |
1157.07 |
30-90 Days |
N-4 |
4455.27 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
19250.35 |
Day 41 |
835.76 |
30-90 Days |
N-5 |
1516.55 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
89664.53 |
Day 41 |
5111.96 |
Open |
N-6 |
10756.74 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
98393.50 |
Day 41 |
546.49 |
Open |
N-7 |
13349.98 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
46955.14 |
Day 41 |
2075.43 |
91-180 Days |
P-1 |
7138.71 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
105214.79 |
Day 41 |
3849.46 |
30-90 Days |
P-2 |
4336.66 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
11644.46 |
Day 41 |
1477.87 |
91-180 Days |
S-8 |
1351.39 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
11507.33 |
Day 41 |
126.65 |
<30 Days |
Y-1 |
149.89 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
100954.66 |
Day 41 |
3188.89 |
Open |
Y-2 |
732.45 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
87829.96 |
Day 41 |
5885.34 |
Open |
Y-3 |
10440.92 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
44966.75 |
Day 41 |
675.17 |
<30 Days |
Y-4 |
1057.09 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
97706.43 |
Day 41 |
5724.14 |
91-180 Days |
Z-1 |
2818.43 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
49163.08 |
Day 41 |
6326.59 |
91-180 Days |
A-2 |
4896.81 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
15396.36 |
Day 41 |
415.58 |
91-180 Days |
A-3 |
2701.77 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
63201.23 |
Day 41 |
8497.42 |
Open |
A-4 |
12059.64 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
59943.65 |
Day 41 |
7085.66 |
<30 Days |
A-5 |
6501.69 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
12930.45 |
Day 41 |
1228.56 |
<30 Days |
CB-1 |
1117.11 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
109509.08 |
Day 41 |
9565.10 |
30-90 Days |
CB-2 |
1915.90 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
79576.14 |
Day 41 |
9550.07 |
30-90 Days |
CB-3 |
2444.43 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
113192.20 |
Day 41 |
8299.46 |
30-90 Days |
E-1 |
18774.76 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
98916.14 |
Day 41 |
14663.67 |
91-180 Days |
E-2 |
15950.47 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
85652.98 |
Day 41 |
12190.89 |
30-90 Days |
G-1 |
16130.96 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
72846.43 |
Day 41 |
1217.89 |
Open |
G-2 |
13410.76 |
No |
|
Treasury |