| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
29044.63 |
Day 47 |
1405.12 |
91-180 Days |
E-2-Q |
2300.77 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
56005.44 |
Day 47 |
5350.87 |
30-90 Days |
IG-1-Q |
617.09 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
90612.39 |
Day 47 |
13355.49 |
Open |
IG-2-Q |
17633.52 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
43269.23 |
Day 47 |
3478.37 |
<30 Days |
C-1 |
3886.97 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
44062.13 |
Day 47 |
5879.57 |
91-180 Days |
CB-4 |
4521.09 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
101634.33 |
Day 47 |
202.48 |
<30 Days |
E-10 |
14256.85 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
109709.15 |
Day 47 |
2799.60 |
30-90 Days |
E-3 |
12189.44 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
74268.16 |
Day 47 |
524.60 |
<30 Days |
E-4 |
10598.18 |
Yes |
Liberty Wealth Management LLC |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
23006.90 |
Day 47 |
2100.21 |
<30 Days |
E-5 |
2102.93 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
51273.64 |
Day 47 |
669.33 |
Open |
E-6 |
8564.45 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
6735.28 |
Day 47 |
236.96 |
<30 Days |
E-7 |
189.80 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
62301.32 |
Day 47 |
5779.20 |
Open |
E-8 |
4917.56 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
40199.55 |
Day 47 |
3620.07 |
Open |
E-9 |
553.94 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
74447.64 |
Day 47 |
7736.91 |
Open |
G-4 |
4305.50 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
79670.96 |
Day 47 |
10096.71 |
<30 Days |
IG-3 |
14802.58 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
75442.18 |
Day 47 |
6403.49 |
30-90 Days |
IG-4 |
14930.87 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
105248.15 |
Day 47 |
3076.87 |
Open |
IG-5 |
3631.48 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
85715.73 |
Day 47 |
506.75 |
30-90 Days |
IG-6 |
17135.91 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
48178.64 |
Day 47 |
3299.91 |
30-90 Days |
IG-7 |
1006.37 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
79244.37 |
Day 47 |
11618.39 |
91-180 Days |
IG-8 |
13126.82 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
8909.22 |
Day 47 |
647.43 |
Open |
L-1 |
1032.06 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
77218.34 |
Day 47 |
2751.43 |
30-90 Days |
L-10 |
11968.32 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
35289.39 |
Day 47 |
4633.05 |
<30 Days |
L-11 |
72.42 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
12818.54 |
Day 47 |
881.94 |
<30 Days |
L-2 |
1539.43 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
33089.87 |
Day 47 |
3741.57 |
<30 Days |
L-3 |
2165.56 |
No |
|
Risk Management |