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 398.90 271 - 364 Days No 7.96 7-30 Days LC-1 363.06 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3534.73 271 - 364 Days No 75.97 31-90 Days LC-2 3590.64 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40526.03 271 - 364 Days Yes 905.97 <7 Days N-1 38749.63 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43360.19 271 - 364 Days No 1143.57 31-90 Days N-2 45310.35 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24806.80 271 - 364 Days Yes 865.93 <7 Days N-3 24074.49 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35969.44 271 - 364 Days Yes 81.91 31-90 Days N-4 38282.53 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6971.96 271 - 364 Days No 347.70 31-90 Days N-5 6432.22 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5245.76 271 - 364 Days Yes 246.37 <7 Days N-6 5628.67 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3246.85 271 - 364 Days Yes 137.78 7-30 Days N-7 3292.79 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16073.65 271 - 364 Days Yes 21.92 <7 Days P-1 16374.93 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15877.23 271 - 364 Days No 39.97 31-90 Days P-2 15191.59 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24255.74 271 - 364 Days Yes 5.63 31-90 Days S-8 24847.25 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23878.30 271 - 364 Days No 542.33 <7 Days Y-1 23579.21 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14641.25 271 - 364 Days Yes 33.13 7-30 Days Y-2 13557.60 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27027.28 271 - 364 Days No 729.46 <7 Days Y-3 29629.21 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31719.23 271 - 364 Days No 249.12 <7 Days Y-4 28649.00 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31145.71 271 - 364 Days Yes 1289.69 7-30 Days Z-1 29086.41 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40476.58 271 - 364 Days No 1094.44 31-90 Days A-2 40436.65 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5603.04 271 - 364 Days No 277.68 31-90 Days A-3 5093.87 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11658.08 271 - 364 Days No 486.74 31-90 Days A-4 10941.03 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41973.29 271 - 364 Days Yes 442.00 31-90 Days A-5 45334.09 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10943.66 271 - 364 Days Yes 21.33 7-30 Days CB-1 10542.90 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8351.19 271 - 364 Days Yes 160.89 <7 Days CB-2 8016.40 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 26449.39 271 - 364 Days Yes 524.18 <7 Days CB-3 26683.29 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13027.28 271 - 364 Days Yes 181.35 7-30 Days E-1 13529.91 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading