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 31133.19 75 - 82 Days No 1011.18 7-30 Days IG-4 29814.80 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19447.07 75 - 82 Days No 639.22 7-30 Days IG-5 18512.74 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26383.16 75 - 82 Days Yes 999.10 7-30 Days IG-6 25808.92 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37777.00 75 - 82 Days Yes 995.03 31-90 Days IG-7 40594.86 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39164.15 75 - 82 Days Yes 1222.97 <7 Days IG-8 39987.18 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18924.61 75 - 82 Days Yes 590.02 7-30 Days L-1 19298.94 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4927.08 75 - 82 Days No 140.46 7-30 Days L-10 5250.14 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7115.15 75 - 82 Days No 69.12 31-90 Days L-11 7233.37 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18259.91 75 - 82 Days Yes 616.54 31-90 Days L-2 17225.00 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31306.07 75 - 82 Days Yes 1052.34 7-30 Days L-3 30236.65 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33475.69 75 - 82 Days Yes 1377.21 <7 Days L-4 36352.70 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19640.84 75 - 82 Days No 452.52 <7 Days L-5 20326.22 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27710.17 75 - 82 Days Yes 596.44 7-30 Days L-6 25742.52 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13361.19 75 - 82 Days Yes 546.85 <7 Days L-7 12119.03 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19718.42 75 - 82 Days Yes 798.59 31-90 Days L-8 20453.10 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3563.92 75 - 82 Days Yes 100.80 <7 Days L-9 3393.78 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10832.20 75 - 82 Days No 358.70 31-90 Days LC-1 10113.90 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34954.60 75 - 82 Days Yes 1304.23 <7 Days LC-2 34162.55 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21300.56 75 - 82 Days Yes 973.79 7-30 Days N-1 20034.56 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16010.80 75 - 82 Days No 594.83 7-30 Days N-2 15599.10 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21464.86 75 - 82 Days No 652.48 <7 Days N-3 23136.92 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13251.72 75 - 82 Days No 277.33 <7 Days N-4 14054.52 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19684.86 75 - 82 Days Yes 377.73 <7 Days N-5 19797.00 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40225.77 75 - 82 Days No 39.71 <7 Days N-6 39423.30 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41312.03 75 - 82 Days Yes 1894.06 7-30 Days N-7 41018.64 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading