Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27401.94 Day 26 Yes 1363.54 7-30 Days CB-3 27060.09 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3855.06 Day 26 Yes 173.98 31-90 Days E-1 3953.91 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42689.23 Day 26 Yes 1497.77 7-30 Days E-2 44480.95 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42963.25 Day 26 Yes 1730.32 7-30 Days G-1 43257.49 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16363.78 Day 26 No 406.68 31-90 Days G-2 17779.89 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13866.35 Day 26 No 157.24 31-90 Days G-3 14051.49 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21511.31 Day 26 Yes 122.73 <7 Days IG-1 19441.65 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18973.41 Day 26 No 580.88 7-30 Days IG-2 18705.58 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5320.33 Day 26 Yes 235.97 <7 Days S-1 5563.78 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11915.89 Day 26 Yes 253.46 <7 Days S-2 11165.14 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33371.25 Day 26 No 643.42 7-30 Days S-3 31695.54 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13212.14 Day 26 Yes 287.06 <7 Days S-4 14007.51 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41749.92 Day 26 Yes 1236.60 7-30 Days S-5 44686.89 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5383.38 Day 26 Yes 94.07 31-90 Days S-6 5083.47 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24935.01 Day 26 Yes 581.92 7-30 Days S-7 23221.71 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12293.90 Day 27 Yes 511.05 31-90 Days A-0-Q 12436.38 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13738.32 Day 27 No 479.84 <7 Days A-1-Q 12719.92 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16073.78 Day 27 Yes 349.94 31-90 Days A-2-Q 16316.67 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25505.37 Day 27 No 746.73 <7 Days A-3-Q 26843.86 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27641.81 Day 27 No 62.12 31-90 Days A-4-Q 26825.99 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30402.55 Day 27 Yes 974.79 7-30 Days A-5-Q 28780.77 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41844.08 Day 27 No 25.82 <7 Days CB-1-Q 43951.89 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36237.26 Day 27 No 302.18 7-30 Days CB-2-Q 32725.85 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38145.17 Day 27 No 1187.74 7-30 Days S-1-Q 39090.04 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17897.27 Day 27 Yes 548.66 7-30 Days S-2-Q 18109.89 No T+0 Yes No Trading