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 Yes 7711.91 Day 27 No 44.70 31-90 Days P-1 7515.64 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35629.70 Day 27 Yes 1077.74 7-30 Days P-2 38151.81 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 295.48 Day 27 No 11.28 7-30 Days S-8 286.55 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17124.03 Day 27 Yes 420.55 7-30 Days Y-1 18020.26 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 670.80 Day 27 No 20.55 <7 Days Y-2 667.61 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2258.10 Day 27 No 103.30 <7 Days Y-3 2401.00 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23854.55 Day 27 No 19.58 7-30 Days Y-4 22105.51 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31907.67 Day 27 Yes 850.04 7-30 Days Z-1 31690.77 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 22101.02 Day 27 Yes 434.73 <7 Days A-2 20273.45 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27862.56 Day 27 Yes 54.63 <7 Days A-3 27057.27 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13810.98 Day 27 No 530.16 31-90 Days A-4 13123.05 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11192.28 Day 27 No 346.05 7-30 Days A-5 12153.43 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43018.55 Day 27 Yes 1900.51 <7 Days CB-1 39708.67 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37643.82 Day 27 No 1123.00 31-90 Days CB-2 38149.53 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19222.23 Day 27 No 851.21 7-30 Days CB-3 20760.96 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28092.80 Day 27 Yes 1267.90 7-30 Days E-1 29630.57 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26508.00 Day 27 No 442.94 <7 Days E-2 25392.43 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40873.61 Day 27 Yes 1230.60 <7 Days G-1 40946.47 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2640.80 Day 27 No 16.78 31-90 Days G-2 2758.99 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17586.90 Day 27 No 626.81 31-90 Days G-3 18507.03 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32876.39 Day 27 No 575.00 <7 Days IG-1 34431.37 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7256.24 Day 27 No 51.77 7-30 Days IG-2 6843.83 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14487.84 Day 27 Yes 402.01 7-30 Days S-1 13807.99 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14287.07 Day 27 Yes 160.04 <7 Days S-2 13878.84 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39198.50 Day 27 No 1302.51 7-30 Days S-3 42651.21 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance