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 16821.20 Day 27 No 402.16 7-30 Days Y-2 16726.23 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28141.33 Day 27 Yes 425.75 31-90 Days Y-3 28939.81 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20945.52 Day 27 Yes 592.58 7-30 Days Y-4 21909.72 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40957.10 Day 27 Yes 324.12 31-90 Days Z-1 38779.02 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23546.53 Day 27 No 393.84 <7 Days A-2 24174.39 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8982.16 Day 27 No 430.71 <7 Days A-3 9089.56 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18190.64 Day 27 Yes 763.04 <7 Days A-4 19799.07 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30404.80 Day 27 Yes 331.39 <7 Days A-5 27985.44 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9575.56 Day 27 Yes 44.72 31-90 Days CB-1 9445.36 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19752.26 Day 27 Yes 216.04 <7 Days CB-2 19526.37 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41426.62 Day 27 Yes 205.02 31-90 Days CB-3 38767.90 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10170.23 Day 27 No 60.73 7-30 Days E-1 9682.52 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14820.34 Day 27 No 201.23 <7 Days E-2 15993.03 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10650.22 Day 27 No 462.37 31-90 Days G-1 11348.52 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37134.25 Day 27 Yes 137.61 <7 Days G-2 38434.70 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22700.77 Day 27 No 943.55 31-90 Days G-3 20683.61 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20640.50 Day 27 Yes 673.40 <7 Days IG-1 20932.89 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15012.69 Day 27 Yes 416.61 <7 Days IG-2 16107.56 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30321.50 Day 27 Yes 743.96 7-30 Days S-1 29449.32 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20031.02 Day 27 No 141.96 7-30 Days S-2 19593.97 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37555.95 Day 27 No 1422.91 7-30 Days S-3 38957.55 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6265.00 Day 27 Yes 154.50 7-30 Days S-4 6226.88 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40666.15 Day 27 No 848.09 31-90 Days S-5 43816.10 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7302.95 Day 27 Yes 255.84 7-30 Days S-6 7850.96 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41945.77 Day 27 Yes 0.48 7-30 Days S-7 38763.81 No T+0 Yes Yes Liberty Wealth Management LLC Treasury