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 No 6419.78 Day 49 Yes 153.78 31-90 Days N-4 5811.71 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13820.13 Day 49 Yes 256.89 31-90 Days N-5 13926.22 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32068.65 Day 49 No 1023.30 31-90 Days N-6 30937.25 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28343.41 Day 49 No 1222.85 7-30 Days N-7 30859.16 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36495.60 Day 49 Yes 1191.40 <7 Days P-1 38784.39 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27302.13 Day 49 Yes 133.11 7-30 Days P-2 25098.37 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29838.90 Day 49 No 1010.10 7-30 Days S-8 31677.19 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36642.89 Day 49 No 1095.56 <7 Days Y-1 34668.01 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33663.71 Day 49 Yes 1530.25 <7 Days Y-2 35162.24 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12051.00 Day 49 Yes 242.58 31-90 Days Y-3 13021.39 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9990.56 Day 49 No 486.82 31-90 Days Y-4 10727.68 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42942.09 Day 49 No 98.30 7-30 Days Z-1 41003.98 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43017.04 Day 49 No 1515.19 <7 Days A-2 42719.56 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36212.22 Day 49 Yes 462.64 <7 Days A-3 39304.84 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23718.65 Day 49 Yes 929.24 <7 Days A-4 22745.59 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16390.04 Day 49 Yes 731.93 7-30 Days A-5 17895.53 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14658.85 Day 49 Yes 535.90 7-30 Days CB-1 13244.05 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26398.04 Day 49 No 33.59 7-30 Days CB-2 23840.15 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34709.80 Day 49 No 1112.34 <7 Days CB-3 31550.38 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15715.00 Day 49 Yes 40.66 31-90 Days E-1 14548.52 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23370.11 Day 49 Yes 582.15 7-30 Days E-2 24027.83 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36550.65 Day 49 Yes 1240.26 7-30 Days G-1 36876.26 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31769.17 Day 49 Yes 1450.49 7-30 Days G-2 34751.01 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24673.92 Day 49 Yes 335.27 31-90 Days G-3 24139.81 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9033.04 Day 49 No 383.62 31-90 Days IG-1 8475.95 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance