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 13849.56 Day 28 Yes 281.13 31-90 Days E-10 14010.10 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26305.03 Day 28 No 986.29 7-30 Days E-3 26022.39 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38492.68 Day 28 No 19.28 7-30 Days E-4 36938.80 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28291.98 Day 28 Yes 274.83 31-90 Days E-5 30532.73 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35890.13 Day 28 No 865.15 31-90 Days E-6 36168.11 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19835.29 Day 28 No 144.19 7-30 Days E-7 19999.05 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36152.09 Day 28 No 644.25 7-30 Days E-8 36755.84 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31067.23 Day 28 No 1076.29 7-30 Days E-9 33770.67 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5927.71 Day 28 No 52.82 7-30 Days G-4 5791.47 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1374.92 Day 28 Yes 3.41 7-30 Days IG-3 1374.19 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5217.66 Day 28 Yes 32.93 31-90 Days IG-4 4842.53 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18757.60 Day 28 Yes 650.39 7-30 Days IG-5 17474.37 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6514.53 Day 28 No 187.53 <7 Days IG-6 6248.16 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15189.02 Day 28 Yes 384.86 <7 Days IG-7 15724.56 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16932.76 Day 28 No 193.65 31-90 Days IG-8 17870.47 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8945.07 Day 28 No 286.70 <7 Days L-1 8844.77 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9969.41 Day 28 Yes 214.25 31-90 Days L-10 9544.74 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19348.43 Day 28 No 236.39 31-90 Days L-11 21034.19 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5847.19 Day 28 No 89.50 7-30 Days L-2 5825.35 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3924.69 Day 28 Yes 191.80 7-30 Days L-3 3703.37 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32425.32 Day 28 No 188.92 31-90 Days L-4 30462.01 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37456.23 Day 28 Yes 253.31 <7 Days L-5 35051.40 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40262.33 Day 28 No 1499.35 7-30 Days L-6 36390.01 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30294.93 Day 28 Yes 468.21 7-30 Days L-7 31226.76 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12276.20 Day 28 No 166.50 31-90 Days L-8 11419.64 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury