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 31718.70 Day 29 No 311.24 31-90 Days N-5 32491.28 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35111.43 Day 29 Yes 1565.68 <7 Days N-6 36960.87 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43632.83 Day 29 Yes 1627.02 7-30 Days N-7 43944.43 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 352.74 Day 29 Yes 8.06 31-90 Days P-1 350.36 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11618.62 Day 29 No 498.84 7-30 Days P-2 11870.18 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35742.40 Day 29 No 138.14 <7 Days S-8 33420.90 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19967.94 Day 29 Yes 930.26 <7 Days Y-1 18995.07 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13985.53 Day 29 Yes 337.04 7-30 Days Y-2 15253.45 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11763.02 Day 29 No 317.02 7-30 Days Y-3 12616.08 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2522.00 Day 29 Yes 112.56 <7 Days Y-4 2721.12 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8079.86 Day 29 Yes 149.40 <7 Days Z-1 8038.68 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20523.89 Day 29 No 717.93 7-30 Days A-2 22303.11 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21905.85 Day 29 No 452.05 7-30 Days A-3 20059.64 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3887.24 Day 29 Yes 72.42 7-30 Days A-4 4025.03 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3369.11 Day 29 No 31.72 7-30 Days A-5 3167.98 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39449.95 Day 29 No 340.58 31-90 Days CB-1 39531.29 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43526.12 Day 29 Yes 806.60 7-30 Days CB-2 45797.98 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31699.79 Day 29 Yes 440.60 <7 Days CB-3 31272.92 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26700.33 Day 29 No 1312.82 31-90 Days E-1 25167.55 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37075.25 Day 29 No 1235.57 <7 Days E-2 37652.28 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37718.85 Day 29 No 40.18 7-30 Days G-1 40359.89 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18777.41 Day 29 Yes 151.58 31-90 Days G-2 17272.19 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29720.06 Day 29 No 1418.60 7-30 Days G-3 30931.66 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30920.33 Day 29 No 363.97 7-30 Days IG-1 29058.80 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42221.69 Day 29 No 1650.35 7-30 Days IG-2 40872.08 No T+2 Yes No Trading