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 34118.02 Day 41 No 575.82 31-90 Days A-2 35632.60 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28072.52 Day 41 Yes 773.58 7-30 Days A-3 26867.16 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14072.52 Day 41 Yes 463.79 <7 Days A-4 14794.19 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16542.42 Day 41 Yes 92.61 <7 Days A-5 17682.90 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43460.12 Day 41 Yes 1236.53 7-30 Days CB-1 42474.68 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39477.81 Day 41 No 917.16 <7 Days CB-2 39905.72 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34869.52 Day 41 No 1086.42 31-90 Days CB-3 34702.21 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43087.37 Day 41 Yes 509.17 <7 Days E-1 44364.32 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39730.62 Day 41 No 251.43 7-30 Days E-2 36332.37 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24575.81 Day 41 Yes 455.61 7-30 Days G-1 25652.16 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39422.69 Day 41 Yes 1692.78 7-30 Days G-2 43117.51 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16036.24 Day 41 No 115.84 31-90 Days G-3 15733.82 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28763.78 Day 41 No 618.11 31-90 Days IG-1 27576.61 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40527.11 Day 41 No 652.41 <7 Days IG-2 42895.73 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28939.13 Day 41 Yes 1381.74 31-90 Days S-1 29430.10 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39213.65 Day 41 No 678.29 31-90 Days S-2 37568.71 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32480.52 Day 41 No 1429.11 7-30 Days S-3 34082.86 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20816.25 Day 41 No 1008.36 7-30 Days S-4 20254.00 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41790.76 Day 41 Yes 266.22 31-90 Days S-5 39616.68 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19856.24 Day 41 No 300.15 <7 Days S-6 19629.66 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16226.61 Day 41 No 459.41 7-30 Days S-7 17587.35 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32830.49 Day 42 No 1538.82 31-90 Days A-0-Q 35878.34 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37167.69 Day 42 No 22.93 <7 Days A-1-Q 36769.42 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5777.06 Day 42 No 116.20 31-90 Days A-2-Q 5550.34 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2302.92 Day 42 No 87.29 31-90 Days A-3-Q 2373.33 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding