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 30591.15 Day 7 No 43.42 31-90 Days E-1-Q 32369.99 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4647.72 Day 7 Yes 208.94 <7 Days E-2-Q 4886.66 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14583.81 Day 7 No 522.00 31-90 Days IG-1-Q 15280.53 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35088.71 Day 7 No 1490.00 31-90 Days IG-2-Q 37467.92 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4065.45 Day 7 No 49.98 7-30 Days C-1 3738.29 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21039.66 Day 7 Yes 617.32 31-90 Days CB-4 20886.86 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38995.51 Day 7 Yes 115.59 31-90 Days E-10 40004.10 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35807.82 Day 7 No 1597.40 7-30 Days E-3 36149.81 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4886.64 Day 7 No 128.31 31-90 Days E-4 4569.73 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27249.21 Day 7 Yes 115.57 7-30 Days E-5 28800.08 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10505.69 Day 7 Yes 320.94 <7 Days E-6 10646.58 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39180.95 Day 7 Yes 967.38 <7 Days E-7 38669.84 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26014.42 Day 7 Yes 128.59 <7 Days E-8 25913.88 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23691.88 Day 7 No 834.05 <7 Days E-9 23028.04 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12483.59 Day 7 No 298.02 <7 Days G-4 13644.03 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1308.53 Day 7 No 25.70 7-30 Days IG-3 1391.51 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18774.51 Day 7 No 816.31 31-90 Days IG-4 20165.14 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25031.57 Day 7 Yes 585.65 7-30 Days IG-5 25695.50 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13463.96 Day 7 No 577.17 31-90 Days IG-6 13277.31 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38517.41 Day 7 Yes 1631.82 31-90 Days IG-7 39720.99 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6825.46 Day 7 Yes 166.30 <7 Days IG-8 7060.78 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6229.72 Day 7 Yes 151.47 31-90 Days L-1 6398.09 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15501.28 Day 7 No 368.30 7-30 Days L-10 16403.21 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35781.86 Day 7 Yes 1177.87 <7 Days L-11 32890.79 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14243.58 Day 7 Yes 368.78 <7 Days L-2 14664.73 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance