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 7781.16 Day 49 No 111.13 31-90 Days IG-2 8349.74 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34490.92 Day 49 No 92.64 7-30 Days S-1 37074.07 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15169.06 Day 49 Yes 653.76 7-30 Days S-2 14246.57 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26114.28 Day 49 No 143.22 31-90 Days S-3 23708.90 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43470.20 Day 49 Yes 952.22 <7 Days S-4 39625.03 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8149.75 Day 49 No 50.15 31-90 Days S-5 8840.33 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29928.59 Day 49 No 392.69 31-90 Days S-6 30000.99 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6999.76 Day 49 Yes 166.11 31-90 Days S-7 7431.57 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17081.93 Day 50 No 81.44 7-30 Days A-0-Q 18470.67 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25474.91 Day 50 No 985.35 31-90 Days A-1-Q 24620.82 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30466.40 Day 50 Yes 918.05 7-30 Days A-2-Q 30557.53 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29949.42 Day 50 No 383.42 <7 Days A-3-Q 32266.54 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29611.80 Day 50 No 115.93 31-90 Days A-4-Q 28024.83 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11390.68 Day 50 Yes 493.24 7-30 Days A-5-Q 12354.25 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25655.41 Day 50 Yes 1232.21 31-90 Days CB-1-Q 26344.12 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29720.45 Day 50 No 1073.80 7-30 Days CB-2-Q 30985.81 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5105.81 Day 50 No 26.94 7-30 Days S-1-Q 4680.75 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26846.36 Day 50 No 1220.16 <7 Days S-2-Q 28527.33 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42045.68 Day 50 Yes 304.10 7-30 Days S-3-Q 43838.82 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28853.39 Day 50 No 11.00 31-90 Days S-4-Q 27800.89 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17618.01 Day 50 No 730.33 <7 Days CB-3-Q 17120.04 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13598.13 Day 50 Yes 265.97 7-30 Days G-1-Q 14031.25 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25392.45 Day 50 No 226.40 <7 Days G-2-Q 24918.54 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41695.84 Day 50 Yes 1812.05 <7 Days G-3-Q 41170.97 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19916.35 Day 50 No 436.56 31-90 Days S-5-Q 18283.87 No T+0 Yes No Securities Finance