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 43542.60 Day 58 No 1182.36 7-30 Days A-5-Q 45714.17 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4332.52 Day 58 Yes 141.27 31-90 Days CB-1-Q 3901.40 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26910.14 Day 58 Yes 313.01 <7 Days CB-2-Q 28167.93 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19008.22 Day 58 Yes 369.30 31-90 Days S-1-Q 18077.81 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30221.50 Day 58 No 880.83 7-30 Days S-2-Q 32139.55 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9268.44 Day 58 Yes 313.24 <7 Days S-3-Q 8799.40 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42058.16 Day 58 No 2015.52 31-90 Days S-4-Q 41336.93 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24364.59 Day 58 Yes 300.09 31-90 Days CB-3-Q 24339.49 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26035.70 Day 58 No 473.48 31-90 Days G-1-Q 26139.18 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34631.90 Day 58 Yes 1510.04 <7 Days G-2-Q 37525.09 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19022.16 Day 58 No 769.67 31-90 Days G-3-Q 19274.41 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29670.78 Day 58 No 1124.44 7-30 Days S-5-Q 27542.84 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33943.93 Day 58 No 1308.23 <7 Days S-6-Q 35075.45 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41780.43 Day 58 Yes 367.61 7-30 Days S-7-Q 45386.30 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25134.85 Day 58 No 1223.41 <7 Days E-1-Q 23714.55 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18488.51 Day 58 Yes 72.35 7-30 Days E-2-Q 18078.04 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14335.66 Day 58 No 271.03 <7 Days IG-1-Q 15670.20 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33433.64 Day 58 No 460.98 31-90 Days IG-2-Q 34236.82 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30810.56 Day 58 No 762.03 <7 Days C-1 29002.33 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13103.70 Day 58 No 143.90 31-90 Days CB-4 14342.01 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18895.79 Day 58 Yes 236.67 31-90 Days E-10 17359.26 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 6739.77 Day 58 No 323.88 31-90 Days E-3 7266.15 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26315.63 Day 58 Yes 724.45 31-90 Days E-4 27001.26 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10954.77 Day 58 Yes 150.53 31-90 Days E-5 11729.57 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3108.33 Day 58 No 89.05 <7 Days E-6 3088.92 Yes T+1 Yes No Funding