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 22179.40 Day 44 Yes 301.21 31-90 Days CB-1 23764.03 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9375.57 Day 44 No 70.65 7-30 Days CB-2 9257.90 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25823.02 Day 44 Yes 1087.03 31-90 Days CB-3 27582.18 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40120.59 Day 44 Yes 1164.86 31-90 Days E-1 38474.66 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35993.40 Day 44 Yes 877.03 <7 Days E-2 36215.24 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27018.65 Day 44 No 872.61 7-30 Days G-1 25998.73 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27420.77 Day 44 Yes 887.08 31-90 Days G-2 27276.05 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9541.72 Day 44 Yes 462.61 <7 Days G-3 8810.60 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36611.16 Day 44 No 731.88 7-30 Days IG-1 39286.07 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8118.44 Day 44 No 52.13 31-90 Days IG-2 7840.21 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25870.90 Day 44 No 1088.65 7-30 Days S-1 28282.45 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16549.85 Day 44 Yes 410.59 31-90 Days S-2 15239.92 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19176.01 Day 44 No 195.28 31-90 Days S-3 20460.47 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5650.70 Day 44 No 139.05 7-30 Days S-4 5740.57 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42911.41 Day 44 No 1516.12 <7 Days S-5 41259.38 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 884.61 Day 44 Yes 28.38 <7 Days S-6 817.47 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5750.98 Day 44 No 55.00 31-90 Days S-7 6058.19 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9833.34 Day 45 Yes 102.16 <7 Days A-0-Q 9595.43 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41407.30 Day 45 No 1853.08 31-90 Days A-1-Q 41096.71 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5150.16 Day 45 Yes 130.55 7-30 Days A-2-Q 5213.74 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17513.45 Day 45 No 683.95 7-30 Days A-3-Q 15906.34 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26821.09 Day 45 No 1109.17 <7 Days A-4-Q 26073.74 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24680.17 Day 45 No 567.36 31-90 Days A-5-Q 26517.90 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17751.55 Day 45 No 327.11 31-90 Days CB-1-Q 19342.13 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1575.02 Day 45 No 52.21 <7 Days CB-2-Q 1509.80 Yes T+1 No No Securities Finance