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 41760.93 >= 1 Yr <= 2 Yr No 281.01 <7 Days S-8 38364.90 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7478.87 >= 1 Yr <= 2 Yr No 317.43 31-90 Days Y-1 7456.62 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13036.01 >= 1 Yr <= 2 Yr Yes 72.00 31-90 Days Y-2 12347.51 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8346.81 >= 1 Yr <= 2 Yr No 336.75 <7 Days Y-3 7953.31 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29921.06 >= 1 Yr <= 2 Yr No 1168.96 31-90 Days Y-4 27566.35 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28671.17 >= 1 Yr <= 2 Yr Yes 315.35 31-90 Days Z-1 28401.32 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40015.10 >= 1 Yr <= 2 Yr No 81.89 31-90 Days A-2 41325.06 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34483.08 >= 1 Yr <= 2 Yr Yes 778.72 7-30 Days A-3 35169.00 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24125.02 >= 1 Yr <= 2 Yr Yes 1178.83 <7 Days A-4 24120.44 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 29272.38 >= 1 Yr <= 2 Yr Yes 718.67 <7 Days A-5 30915.43 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16367.13 >= 1 Yr <= 2 Yr Yes 695.85 7-30 Days CB-1 15234.44 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18973.32 >= 1 Yr <= 2 Yr No 198.41 <7 Days CB-2 19478.79 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1012.18 >= 1 Yr <= 2 Yr No 36.43 31-90 Days CB-3 1072.56 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6962.62 >= 1 Yr <= 2 Yr No 142.27 <7 Days E-1 7122.53 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32945.69 >= 1 Yr <= 2 Yr No 367.80 7-30 Days E-2 30771.13 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15745.12 >= 1 Yr <= 2 Yr No 709.53 <7 Days G-1 16819.57 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11002.55 >= 1 Yr <= 2 Yr Yes 417.41 7-30 Days G-2 10486.49 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30786.01 >= 1 Yr <= 2 Yr No 177.46 7-30 Days G-3 28902.87 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4797.16 >= 1 Yr <= 2 Yr Yes 230.61 7-30 Days IG-1 5257.13 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32681.21 >= 1 Yr <= 2 Yr No 1544.17 7-30 Days IG-2 30813.47 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32204.23 >= 1 Yr <= 2 Yr No 767.14 7-30 Days S-1 34021.67 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3841.89 >= 1 Yr <= 2 Yr Yes 87.70 <7 Days S-2 3654.97 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32151.13 >= 1 Yr <= 2 Yr No 763.99 <7 Days S-3 28943.67 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23012.86 >= 1 Yr <= 2 Yr No 486.22 31-90 Days S-4 23268.30 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 90.96 >= 1 Yr <= 2 Yr Yes 1.58 7-30 Days S-5 86.04 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding