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 15443.22 Day 45 No 287.42 7-30 Days N-6 15798.11 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31717.58 Day 45 No 1412.21 31-90 Days N-7 32082.98 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18051.19 Day 45 Yes 439.25 <7 Days P-1 16268.67 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10202.30 Day 45 No 48.71 7-30 Days P-2 10979.39 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1396.69 Day 45 No 41.91 31-90 Days S-8 1527.09 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17512.49 Day 45 Yes 459.09 <7 Days Y-1 19031.95 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34926.37 Day 45 No 738.15 <7 Days Y-2 36983.22 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34803.96 Day 45 Yes 647.82 31-90 Days Y-3 32152.98 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10684.88 Day 45 No 306.89 7-30 Days Y-4 10860.18 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43392.13 Day 45 Yes 1285.51 <7 Days Z-1 44909.39 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 28705.64 Day 45 No 202.43 <7 Days A-2 31515.89 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3666.37 Day 45 No 51.79 <7 Days A-3 3358.44 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9105.88 Day 45 Yes 257.18 7-30 Days A-4 8593.75 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13152.48 Day 45 No 570.46 31-90 Days A-5 12709.80 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8057.15 Day 45 Yes 121.18 31-90 Days CB-1 8074.50 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1630.06 Day 45 Yes 51.25 <7 Days CB-2 1601.87 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20551.37 Day 45 Yes 103.57 <7 Days CB-3 21282.25 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39862.01 Day 45 No 1893.57 7-30 Days E-1 38559.67 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30736.90 Day 45 Yes 557.86 7-30 Days E-2 31128.61 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13292.40 Day 45 Yes 369.15 31-90 Days G-1 14515.19 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 18947.58 Day 45 Yes 110.09 31-90 Days G-2 19510.97 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43480.08 Day 45 No 1110.55 <7 Days G-3 40909.66 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42129.94 Day 45 No 361.71 <7 Days IG-1 38115.06 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26153.01 Day 45 No 999.42 31-90 Days IG-2 26716.00 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20219.59 Day 45 No 17.01 7-30 Days S-1 19624.10 No T+2 No Yes Liberty International Finance Ltd. Securities Finance