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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24874.49 Day 3 Yes 150.46 <7 Days A-0-Q 25022.49 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37947.54 Day 3 Yes 6.28 7-30 Days A-1-Q 36182.15 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40402.05 Day 3 Yes 979.70 <7 Days A-2-Q 39429.17 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32657.57 Day 3 No 650.98 31-90 Days A-3-Q 29700.57 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19096.24 Day 3 No 409.74 31-90 Days A-4-Q 19801.50 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34287.67 Day 3 No 349.97 7-30 Days A-5-Q 32188.08 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20853.01 Day 3 No 1006.62 7-30 Days CB-1-Q 22331.57 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2927.09 Day 3 No 113.99 <7 Days CB-2-Q 3115.30 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9596.50 Day 3 Yes 426.41 7-30 Days S-1-Q 10125.29 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5069.53 Day 3 Yes 252.51 31-90 Days S-2-Q 4579.93 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34498.12 Day 3 No 569.36 7-30 Days S-3-Q 33224.74 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3263.46 Day 3 No 153.90 7-30 Days S-4-Q 3402.80 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8084.76 Day 3 Yes 137.65 <7 Days CB-3-Q 8080.17 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41814.94 Day 3 Yes 75.13 <7 Days G-1-Q 41570.21 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35759.84 Day 3 No 616.99 <7 Days G-2-Q 35510.67 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19451.52 Day 3 No 215.15 31-90 Days G-3-Q 18216.51 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22241.03 Day 3 Yes 507.34 7-30 Days S-5-Q 21007.14 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39462.32 Day 3 No 1242.52 <7 Days S-6-Q 39135.56 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12085.79 Day 3 No 387.19 7-30 Days S-7-Q 11229.49 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27580.87 Day 3 No 1041.27 7-30 Days E-1-Q 30241.12 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 505.75 Day 3 No 19.61 7-30 Days E-2-Q 536.66 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16505.71 Day 3 Yes 197.67 <7 Days IG-1-Q 16322.89 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30082.43 Day 3 No 445.58 7-30 Days IG-2-Q 33006.32 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27940.11 Day 3 No 1303.73 31-90 Days C-1 26744.06 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30903.05 Day 3 Yes 178.73 7-30 Days CB-4 33693.34 Yes T+0 No No Funding