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 42853.79 Day 39 Yes 252.94 <7 Days Z-1 41049.34 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2262.79 Day 39 No 73.43 31-90 Days A-2 2174.88 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31899.21 Day 39 No 683.71 31-90 Days A-3 30348.48 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2852.41 Day 39 Yes 54.26 <7 Days A-4 2826.32 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17971.05 Day 39 Yes 425.99 31-90 Days A-5 19709.62 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18113.71 Day 39 No 807.11 7-30 Days CB-1 18708.77 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40602.30 Day 39 Yes 1860.27 <7 Days CB-2 43126.90 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5923.81 Day 39 Yes 136.28 <7 Days CB-3 5862.46 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26472.66 Day 39 Yes 534.36 7-30 Days E-1 25709.27 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19157.60 Day 39 No 656.67 31-90 Days E-2 17834.62 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31025.90 Day 39 Yes 975.77 <7 Days G-1 29993.09 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38493.43 Day 39 No 549.05 <7 Days G-2 38290.51 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30760.90 Day 39 No 543.59 31-90 Days G-3 32789.50 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16522.33 Day 39 No 478.94 7-30 Days IG-1 17077.47 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12327.40 Day 39 Yes 301.17 31-90 Days IG-2 11359.92 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17367.00 Day 39 Yes 818.52 31-90 Days S-1 18726.92 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35232.39 Day 39 Yes 867.75 <7 Days S-2 38634.71 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7659.56 Day 39 Yes 145.35 7-30 Days S-3 7886.48 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18045.37 Day 39 No 43.94 <7 Days S-4 16960.93 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24359.67 Day 39 Yes 101.39 31-90 Days S-5 26560.71 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13095.64 Day 39 Yes 210.88 31-90 Days S-6 14206.89 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36640.94 Day 39 No 850.47 31-90 Days S-7 38586.17 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1643.55 Day 40 Yes 16.46 7-30 Days A-0-Q 1515.76 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9338.17 Day 40 Yes 397.16 <7 Days A-1-Q 9004.65 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 15703.73 Day 40 No 653.09 <7 Days A-2-Q 15153.51 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance