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 No 18704.20 Day 35 Yes 81.29 <7 Days L-7 17042.61 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3290.43 Day 35 No 141.63 <7 Days L-8 3328.22 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9330.10 Day 35 Yes 311.58 7-30 Days L-9 10045.84 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39825.38 Day 35 No 1756.96 31-90 Days LC-1 36759.39 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12763.01 Day 35 No 138.08 <7 Days LC-2 13402.43 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1360.64 Day 35 Yes 67.23 31-90 Days N-1 1475.48 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42043.47 Day 35 No 1218.68 7-30 Days N-2 44874.79 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20759.32 Day 35 No 104.04 <7 Days N-3 21044.04 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34475.29 Day 35 Yes 169.91 7-30 Days N-4 34868.06 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43383.49 Day 35 No 969.47 <7 Days N-5 43305.61 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33845.15 Day 35 Yes 1486.51 31-90 Days N-6 35271.82 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 32979.82 Day 35 No 1647.68 <7 Days N-7 33650.28 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16820.38 Day 35 Yes 147.76 <7 Days P-1 17513.38 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41830.34 Day 35 No 889.12 31-90 Days P-2 42863.67 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28093.53 Day 35 Yes 1248.66 31-90 Days S-8 30543.11 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42547.37 Day 35 No 1538.10 31-90 Days Y-1 40809.05 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29358.02 Day 35 Yes 1153.67 <7 Days Y-2 27171.40 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14919.96 Day 35 No 289.71 7-30 Days Y-3 16211.29 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39929.52 Day 35 Yes 450.16 7-30 Days Y-4 43011.28 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1731.82 Day 35 Yes 44.54 <7 Days Z-1 1846.92 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37221.85 Day 35 Yes 1151.29 <7 Days A-2 40253.95 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31588.11 Day 35 No 771.46 31-90 Days A-3 32677.12 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30085.65 Day 35 No 1123.78 <7 Days A-4 27180.90 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6542.19 Day 35 Yes 20.81 <7 Days A-5 6895.20 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21703.76 Day 35 No 939.98 31-90 Days CB-1 20470.94 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding