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 8662.70 Day 13 No 188.06 <7 Days S-3-Q 8549.90 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6265.25 Day 13 No 95.66 7-30 Days S-4-Q 5717.79 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4509.20 Day 13 No 91.84 <7 Days CB-3-Q 4166.81 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7778.87 Day 13 No 107.67 <7 Days G-1-Q 8278.78 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28.84 Day 13 Yes 0.56 31-90 Days G-2-Q 26.07 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42060.90 Day 13 Yes 1058.39 <7 Days G-3-Q 42393.44 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34485.74 Day 13 No 1230.36 31-90 Days S-5-Q 35690.29 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42936.35 Day 13 No 1720.05 31-90 Days S-6-Q 44383.14 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37320.53 Day 13 No 939.67 7-30 Days S-7-Q 36396.82 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11053.80 Day 13 No 214.79 <7 Days E-1-Q 11388.41 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5015.55 Day 13 No 33.54 31-90 Days E-2-Q 4597.94 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8739.81 Day 13 No 53.14 7-30 Days IG-1-Q 8636.39 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3953.33 Day 13 No 164.07 <7 Days IG-2-Q 3986.14 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15051.74 Day 13 No 447.63 7-30 Days C-1 16252.24 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15840.20 Day 13 Yes 13.49 7-30 Days CB-4 16716.83 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19767.45 Day 13 Yes 319.68 7-30 Days E-10 21702.89 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10146.47 Day 13 No 125.01 7-30 Days E-3 10713.27 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22187.87 Day 13 Yes 377.23 7-30 Days E-4 21330.37 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9963.05 Day 13 No 120.25 <7 Days E-5 10083.62 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10375.24 Day 13 No 49.84 31-90 Days E-6 11330.84 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19669.47 Day 13 Yes 873.70 31-90 Days E-7 19745.40 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2740.28 Day 13 No 3.61 <7 Days E-8 2803.28 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12778.26 Day 13 No 8.09 <7 Days E-9 11959.63 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11503.13 Day 13 Yes 197.84 7-30 Days G-4 11745.20 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6230.83 Day 13 Yes 276.36 31-90 Days IG-3 6394.73 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding