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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18427.26 Day 15 No 496.79 7-30 Days A-3-Q 17333.53 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6322.46 Day 15 No 114.55 7-30 Days A-4-Q 5709.51 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9670.39 Day 15 Yes 242.02 31-90 Days A-5-Q 10445.59 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12328.22 Day 15 No 546.64 31-90 Days CB-1-Q 11685.43 Yes T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10888.97 Day 15 Yes 487.43 <7 Days CB-2-Q 10537.35 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34009.56 Day 15 No 90.14 31-90 Days S-1-Q 31749.47 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26451.05 Day 15 No 1157.64 7-30 Days S-2-Q 27244.34 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7712.36 Day 15 Yes 310.30 7-30 Days S-3-Q 8322.79 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11466.65 Day 15 No 377.95 <7 Days S-4-Q 12001.14 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22188.68 Day 15 Yes 942.60 31-90 Days CB-3-Q 21353.79 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40184.46 Day 15 Yes 1087.46 31-90 Days G-1-Q 36545.81 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39307.00 Day 15 No 898.46 <7 Days G-2-Q 42666.07 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15723.98 Day 15 Yes 245.35 31-90 Days G-3-Q 16017.55 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2749.64 Day 15 Yes 18.15 7-30 Days S-5-Q 2479.35 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14736.38 Day 15 Yes 42.63 <7 Days S-6-Q 14780.82 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9591.78 Day 15 No 360.01 <7 Days S-7-Q 9824.12 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12717.46 Day 15 Yes 557.84 7-30 Days E-1-Q 11677.82 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18355.07 Day 15 No 85.28 7-30 Days E-2-Q 18777.60 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40257.82 Day 15 Yes 204.70 <7 Days IG-1-Q 42989.25 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3133.91 Day 15 Yes 18.32 <7 Days IG-2-Q 3001.37 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38632.85 Day 15 Yes 1128.68 7-30 Days C-1 39978.30 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11920.74 Day 15 No 244.10 31-90 Days CB-4 11864.73 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13886.52 Day 15 No 344.14 31-90 Days E-10 13052.04 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27925.57 Day 15 No 501.36 <7 Days E-3 25535.11 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37910.95 Day 15 Yes 1349.03 <7 Days E-4 38550.72 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance