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 12690.06 Day 38 Yes 74.69 7-30 Days S-3-Q 12432.84 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4519.03 Day 38 No 59.47 7-30 Days S-4-Q 4739.48 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18810.18 Day 38 Yes 609.12 31-90 Days CB-3-Q 20294.95 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24204.36 Day 38 No 154.78 31-90 Days G-1-Q 22878.37 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13801.15 Day 38 No 316.35 31-90 Days G-2-Q 13876.79 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24821.26 Day 38 No 290.06 <7 Days G-3-Q 25971.74 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41915.38 Day 38 No 650.54 31-90 Days S-5-Q 41955.58 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2619.52 Day 38 Yes 101.58 7-30 Days S-6-Q 2737.09 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22597.28 Day 38 Yes 407.46 7-30 Days S-7-Q 23965.72 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33122.61 Day 38 Yes 820.87 <7 Days E-1-Q 32305.99 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14509.34 Day 38 Yes 425.57 31-90 Days E-2-Q 14403.50 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8478.10 Day 38 Yes 332.08 <7 Days IG-1-Q 8480.71 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11712.34 Day 38 Yes 83.64 7-30 Days IG-2-Q 12614.25 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4149.24 Day 38 No 160.79 7-30 Days C-1 4380.21 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43872.22 Day 38 Yes 739.46 31-90 Days CB-4 39542.09 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30394.85 Day 38 No 1261.54 31-90 Days E-10 30856.47 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34377.24 Day 38 No 686.46 7-30 Days E-3 31344.96 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19218.27 Day 38 No 824.52 7-30 Days E-4 19416.79 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35972.27 Day 38 No 869.29 <7 Days E-5 35735.68 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12281.84 Day 38 Yes 196.73 <7 Days E-6 12233.24 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6069.81 Day 38 Yes 191.41 7-30 Days E-7 6220.88 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 719.07 Day 38 Yes 14.59 <7 Days E-8 680.05 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14803.27 Day 38 No 708.48 7-30 Days E-9 13828.22 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4387.64 Day 38 No 182.26 7-30 Days G-4 4315.79 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41916.34 Day 38 No 1062.25 31-90 Days IG-3 45610.48 No T+1 No Yes Liberty International Finance Ltd. Trading