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 37155.28 Day 49 No 1310.57 31-90 Days G-1 34350.69 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 30277.46 Day 49 Yes 1268.49 31-90 Days G-2 30231.45 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8154.53 Day 49 No 94.53 <7 Days G-3 7475.74 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8547.53 Day 49 Yes 269.59 7-30 Days IG-1 8764.22 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42426.22 Day 49 Yes 614.24 31-90 Days IG-2 40458.39 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41309.36 Day 49 No 1603.79 31-90 Days S-1 44692.01 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1151.57 Day 49 No 57.09 31-90 Days S-2 1229.23 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1370.77 Day 49 Yes 28.61 31-90 Days S-3 1453.55 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26191.67 Day 49 Yes 608.46 <7 Days S-4 26314.41 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33372.94 Day 49 Yes 1483.75 <7 Days S-5 36096.88 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32294.12 Day 49 Yes 1478.26 <7 Days S-6 31618.68 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30394.97 Day 49 Yes 963.96 <7 Days S-7 32563.16 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33966.41 Day 50 Yes 1191.30 7-30 Days A-0-Q 34839.29 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19107.56 Day 50 Yes 214.11 <7 Days A-1-Q 19849.80 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20466.12 Day 50 Yes 407.29 <7 Days A-2-Q 22421.22 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28888.88 Day 50 No 1308.29 7-30 Days A-3-Q 29819.18 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16646.85 Day 50 No 790.56 <7 Days A-4-Q 17305.75 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5619.87 Day 50 No 219.04 31-90 Days A-5-Q 5183.34 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32959.74 Day 50 No 1082.13 7-30 Days CB-1-Q 33021.59 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 19359.65 Day 50 No 173.49 <7 Days CB-2-Q 19780.15 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1248.21 Day 50 No 15.66 <7 Days S-1-Q 1181.95 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8464.82 Day 50 Yes 66.04 7-30 Days S-2-Q 9233.62 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26544.02 Day 50 No 243.15 31-90 Days S-3-Q 24444.21 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13907.64 Day 50 Yes 221.51 <7 Days S-4-Q 12931.06 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21060.54 Day 50 Yes 84.72 31-90 Days CB-3-Q 23123.44 Yes T+2 No No Trading