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 32882.37 Day 39 Yes 383.82 31-90 Days IG-1-Q 33559.22 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32419.04 Day 39 No 376.36 <7 Days IG-2-Q 32633.56 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37054.26 Day 39 No 1143.49 7-30 Days C-1 35968.38 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41404.35 Day 39 Yes 1324.56 <7 Days CB-4 38183.53 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32221.96 Day 39 Yes 184.95 <7 Days E-10 32557.40 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40589.72 Day 39 Yes 1119.54 31-90 Days E-3 37831.17 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32561.32 Day 39 Yes 940.68 <7 Days E-4 31255.21 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24789.47 Day 39 Yes 554.38 <7 Days E-5 26590.26 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24335.39 Day 39 Yes 514.66 7-30 Days E-6 24702.11 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41685.28 Day 39 No 89.47 7-30 Days E-7 43217.94 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5738.57 Day 39 No 178.96 31-90 Days E-8 5226.36 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7773.43 Day 39 No 214.46 31-90 Days E-9 8417.72 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31358.40 Day 39 Yes 1113.79 <7 Days G-4 30808.49 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43851.33 Day 39 No 1319.46 31-90 Days IG-3 43094.71 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34691.84 Day 39 Yes 638.36 <7 Days IG-4 31748.17 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16053.48 Day 39 Yes 300.30 <7 Days IG-5 15625.74 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34904.31 Day 39 Yes 1599.19 31-90 Days IG-6 35960.22 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 819.05 Day 39 No 37.91 <7 Days IG-7 836.82 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29198.32 Day 39 Yes 1362.74 <7 Days IG-8 27253.84 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19682.22 Day 39 Yes 861.29 <7 Days L-1 20228.56 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32733.43 Day 39 No 1204.20 7-30 Days L-10 31580.66 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34188.92 Day 39 No 701.00 7-30 Days L-11 35877.94 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26271.59 Day 39 No 103.07 7-30 Days L-2 24562.95 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43571.43 Day 39 No 1126.52 31-90 Days L-3 45703.11 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2514.68 Day 39 No 86.35 <7 Days L-4 2309.11 No T+0 Yes No Securities Finance