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 37528.75 Day 36 No 1053.79 7-30 Days Y-1 39109.10 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18105.84 Day 36 No 357.37 31-90 Days Y-2 16530.54 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39086.32 Day 36 No 477.99 <7 Days Y-3 41337.23 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34960.71 Day 36 Yes 15.49 <7 Days Y-4 37190.32 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5195.67 Day 36 Yes 163.93 <7 Days Z-1 4708.13 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32917.25 Day 36 No 53.17 7-30 Days A-2 34517.83 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19630.30 Day 36 Yes 969.74 7-30 Days A-3 21529.78 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12395.46 Day 36 Yes 134.85 31-90 Days A-4 12177.15 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28574.49 Day 36 No 1346.95 31-90 Days A-5 26707.17 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1138.70 Day 36 No 28.97 <7 Days CB-1 1088.36 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41107.48 Day 36 Yes 1769.75 7-30 Days CB-2 41594.99 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20742.89 Day 36 Yes 966.84 31-90 Days CB-3 22247.71 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5361.99 Day 36 Yes 190.53 31-90 Days E-1 5860.38 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7858.28 Day 36 No 354.79 7-30 Days E-2 7462.54 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15174.83 Day 36 Yes 252.20 31-90 Days G-1 14104.70 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17579.15 Day 36 No 342.73 <7 Days G-2 15916.71 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3340.88 Day 36 Yes 42.53 31-90 Days G-3 3369.67 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5250.93 Day 36 No 69.82 <7 Days IG-1 5599.47 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14197.84 Day 36 Yes 440.42 7-30 Days IG-2 15535.73 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9420.32 Day 36 Yes 317.45 <7 Days S-1 9929.78 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33351.60 Day 36 No 335.48 <7 Days S-2 30984.64 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1225.88 Day 36 Yes 53.19 <7 Days S-3 1324.86 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5245.15 Day 36 No 121.45 <7 Days S-4 5314.20 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10399.10 Day 36 No 432.07 <7 Days S-5 10317.16 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34284.77 Day 36 No 86.95 7-30 Days S-6 32166.42 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury