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 40763.31 Day 52 No 1721.29 7-30 Days Y-2 42555.62 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40070.75 Day 52 Yes 1498.87 <7 Days Y-3 38234.90 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12895.86 Day 52 Yes 300.27 31-90 Days Y-4 12402.57 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24271.07 Day 52 Yes 205.90 <7 Days Z-1 22388.04 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25824.03 Day 52 No 980.70 <7 Days A-2 27354.22 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18256.59 Day 52 Yes 880.26 <7 Days A-3 17170.92 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2245.71 Day 52 No 85.97 31-90 Days A-4 2288.96 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41881.76 Day 52 No 363.48 31-90 Days A-5 43415.83 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 29528.11 Day 52 Yes 475.71 7-30 Days CB-1 29546.62 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40679.00 Day 52 Yes 917.04 31-90 Days CB-2 44248.48 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43918.68 Day 52 Yes 1530.75 <7 Days CB-3 39681.50 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41180.03 Day 52 Yes 2047.62 7-30 Days E-1 38849.02 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15458.88 Day 52 Yes 466.78 7-30 Days E-2 16920.82 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24287.71 Day 52 No 483.23 31-90 Days G-1 21873.76 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 4450.24 Day 52 Yes 31.75 7-30 Days G-2 4338.93 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6067.77 Day 52 Yes 66.57 31-90 Days G-3 6265.51 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11725.04 Day 52 Yes 159.77 31-90 Days IG-1 12549.45 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32964.13 Day 52 Yes 1470.63 7-30 Days IG-2 32636.21 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7822.22 Day 52 No 65.53 <7 Days S-1 7109.08 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42046.99 Day 52 Yes 832.42 <7 Days S-2 45577.05 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 184.77 Day 52 No 5.73 31-90 Days S-3 169.37 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23264.40 Day 52 No 641.91 7-30 Days S-4 21830.66 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 30352.04 Day 52 No 420.33 <7 Days S-5 29998.89 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13146.13 Day 52 No 637.82 31-90 Days S-6 12267.00 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24867.07 Day 52 Yes 796.74 7-30 Days S-7 26459.54 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance