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 37991.84 Day 4 Yes 272.34 <7 Days IG-5 41025.12 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31525.79 Day 4 Yes 261.24 7-30 Days IG-6 28958.57 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9521.83 Day 4 Yes 310.10 31-90 Days IG-7 9338.34 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36235.61 Day 4 No 1421.71 7-30 Days IG-8 36237.54 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13792.38 Day 4 Yes 193.49 31-90 Days L-1 13724.54 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31439.30 Day 4 Yes 1382.46 31-90 Days L-10 32675.67 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1241.31 Day 4 Yes 49.53 7-30 Days L-11 1355.89 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15168.97 Day 4 No 625.21 31-90 Days L-2 13676.58 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29492.81 Day 4 Yes 1056.82 7-30 Days L-3 30747.24 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20084.14 Day 4 Yes 686.11 <7 Days L-4 22025.01 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13910.92 Day 4 No 515.33 <7 Days L-5 13674.53 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44034.07 Day 4 Yes 1600.41 <7 Days L-6 40838.59 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17968.35 Day 4 No 655.45 7-30 Days L-7 17071.46 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35821.88 Day 4 Yes 215.68 31-90 Days L-8 37521.46 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28781.37 Day 4 No 1117.80 31-90 Days L-9 28682.45 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25468.25 Day 4 No 1133.41 <7 Days LC-1 23427.12 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16978.30 Day 4 Yes 808.49 31-90 Days LC-2 16389.79 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3894.69 Day 4 Yes 88.21 7-30 Days N-1 4183.94 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33548.51 Day 4 No 939.62 <7 Days N-2 34130.00 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2221.37 Day 4 No 65.43 <7 Days N-3 2013.57 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9669.84 Day 4 Yes 163.16 7-30 Days N-4 8973.01 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 767.89 Day 4 No 23.70 31-90 Days N-5 726.53 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42060.65 Day 4 Yes 2092.02 <7 Days N-6 40301.01 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25266.33 Day 4 No 176.82 31-90 Days N-7 24231.66 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23791.19 Day 4 Yes 391.74 <7 Days P-1 22161.48 No T+2 No No Treasury