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 Yes 31224.50 Day 10 Yes 893.57 31-90 Days E-4 33240.36 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31612.54 Day 10 Yes 280.89 31-90 Days E-5 28537.40 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15888.50 Day 10 No 700.68 <7 Days E-6 17072.76 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44.57 Day 10 No 1.23 7-30 Days E-7 45.79 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40824.06 Day 10 No 1368.58 <7 Days E-8 36972.72 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39299.18 Day 10 Yes 1933.74 7-30 Days E-9 38731.61 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19891.47 Day 10 Yes 768.75 31-90 Days G-4 19341.87 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40250.21 Day 10 No 619.77 31-90 Days IG-3 44081.71 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10604.69 Day 10 Yes 73.01 7-30 Days IG-4 10146.42 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8348.97 Day 10 No 194.27 31-90 Days IG-5 8504.78 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5198.27 Day 10 No 232.29 31-90 Days IG-6 5148.76 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37070.31 Day 10 No 482.92 7-30 Days IG-7 39793.04 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2324.07 Day 10 Yes 69.74 31-90 Days IG-8 2147.45 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12721.66 Day 10 Yes 368.26 <7 Days L-1 12859.92 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35602.33 Day 10 Yes 1225.04 <7 Days L-10 33571.62 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15990.58 Day 10 No 476.51 7-30 Days L-11 17520.38 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15291.33 Day 10 No 151.50 31-90 Days L-2 16669.55 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38796.81 Day 10 No 1681.10 7-30 Days L-3 36755.96 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9724.66 Day 10 Yes 207.93 7-30 Days L-4 10204.25 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19840.43 Day 10 No 412.14 7-30 Days L-5 21229.77 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16424.91 Day 10 No 345.41 7-30 Days L-6 15500.35 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16449.85 Day 10 Yes 6.59 31-90 Days L-7 17894.19 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22837.42 Day 10 No 438.65 <7 Days L-8 22915.56 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37603.10 Day 10 Yes 1814.33 <7 Days L-9 39420.42 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26561.50 Day 10 No 719.34 7-30 Days LC-1 25958.55 No T+2 No No Securities Finance