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 9715.72 Day 43 No 15.19 31-90 Days G-3-Q 9129.35 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25939.63 Day 43 Yes 924.39 <7 Days S-5-Q 23393.17 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24764.17 Day 43 No 717.37 7-30 Days S-6-Q 26364.88 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35301.23 Day 43 Yes 1609.19 <7 Days S-7-Q 37374.02 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35641.80 Day 43 No 532.73 31-90 Days E-1-Q 36501.27 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29318.13 Day 43 Yes 578.95 31-90 Days E-2-Q 31459.99 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3906.91 Day 43 No 112.54 7-30 Days IG-1-Q 3569.93 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40357.00 Day 43 No 104.52 31-90 Days IG-2-Q 40444.37 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 39160.47 Day 43 Yes 1844.01 7-30 Days C-1 40049.65 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7275.17 Day 43 No 355.25 7-30 Days CB-4 7679.84 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7796.58 Day 43 Yes 155.64 <7 Days E-10 8013.96 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8394.77 Day 43 No 378.87 31-90 Days E-3 9077.01 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42471.47 Day 43 Yes 1989.50 31-90 Days E-4 41905.38 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34291.83 Day 43 No 1132.31 <7 Days E-5 33842.39 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13107.86 Day 43 Yes 542.18 <7 Days E-6 12354.62 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 981.23 Day 43 Yes 5.78 7-30 Days E-7 896.91 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43244.19 Day 43 Yes 1324.57 7-30 Days E-8 40548.20 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4682.83 Day 43 Yes 193.65 <7 Days E-9 4301.31 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13218.96 Day 43 Yes 257.03 31-90 Days G-4 14429.12 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31122.43 Day 43 Yes 484.13 31-90 Days IG-3 29373.81 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21025.60 Day 43 No 777.02 <7 Days IG-4 22075.78 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13361.77 Day 43 No 1.38 7-30 Days IG-5 12865.85 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17507.90 Day 43 No 213.14 <7 Days IG-6 17274.58 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41057.29 Day 43 No 326.14 31-90 Days IG-7 37370.68 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12515.13 Day 43 Yes 488.64 31-90 Days IG-8 11434.31 No T+2 Yes No Treasury