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 37076.13 Day 51 No 1660.06 7-30 Days N-1 36917.86 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36012.28 Day 51 Yes 1535.37 31-90 Days N-2 35588.03 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34552.98 Day 51 Yes 194.12 7-30 Days N-3 35925.56 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10742.67 Day 51 Yes 165.96 <7 Days N-4 11770.81 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 257.18 Day 51 Yes 5.82 31-90 Days N-5 262.52 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10707.84 Day 51 Yes 214.42 31-90 Days N-6 10503.84 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27274.05 Day 51 No 458.00 31-90 Days N-7 28447.42 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35849.57 Day 51 No 837.26 7-30 Days P-1 33611.79 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 127.98 Day 51 No 4.21 31-90 Days P-2 136.07 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38585.05 Day 51 No 269.59 7-30 Days S-8 37794.06 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33230.13 Day 51 Yes 1209.09 <7 Days Y-1 30880.55 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11927.15 Day 51 Yes 415.32 7-30 Days Y-2 11626.69 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41843.07 Day 51 No 425.24 7-30 Days Y-3 42603.35 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9723.74 Day 51 No 371.50 31-90 Days Y-4 8971.16 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42277.41 Day 51 Yes 1869.29 <7 Days Z-1 41540.62 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20814.96 Day 51 No 217.85 <7 Days A-2 20417.45 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15350.81 Day 51 Yes 178.23 31-90 Days A-3 16515.59 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 14793.88 Day 51 No 194.55 31-90 Days A-4 13329.48 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10803.00 Day 51 Yes 521.95 <7 Days A-5 9742.48 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40315.18 Day 51 Yes 616.30 <7 Days CB-1 36881.67 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15854.72 Day 51 No 54.98 <7 Days CB-2 15532.10 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15996.67 Day 51 Yes 735.27 31-90 Days CB-3 16158.88 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14935.82 Day 51 No 738.25 <7 Days E-1 15954.38 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25692.90 Day 51 Yes 805.93 31-90 Days E-2 25631.57 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19297.40 Day 51 No 669.93 31-90 Days G-1 19212.23 No T+2 Yes No Trading