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 Yes 13931.64 Day 53 No 517.66 <7 Days A-5 12905.61 Yes T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23245.74 Day 53 Yes 766.59 <7 Days CB-1 25229.73 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6113.18 Day 53 No 139.94 <7 Days CB-2 6681.60 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41579.26 Day 53 No 387.95 31-90 Days CB-3 39317.21 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7936.89 Day 53 No 301.56 <7 Days E-1 8147.18 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7547.43 Day 53 Yes 253.65 7-30 Days E-2 8099.41 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29621.74 Day 53 No 809.41 7-30 Days G-1 31209.33 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37311.64 Day 53 Yes 671.09 31-90 Days G-2 37009.67 No T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25521.09 Day 53 Yes 1147.45 7-30 Days G-3 24945.99 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9835.67 Day 53 Yes 308.71 7-30 Days IG-1 9587.76 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21746.08 Day 53 Yes 447.39 7-30 Days IG-2 22246.77 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11210.15 Day 53 No 337.33 7-30 Days S-1 11453.83 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12058.34 Day 53 No 256.23 7-30 Days S-2 11708.29 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41844.96 Day 53 Yes 262.23 31-90 Days S-3 45152.03 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26421.90 Day 53 Yes 801.36 31-90 Days S-4 25787.94 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40368.40 Day 53 Yes 1852.64 <7 Days S-5 37314.70 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 16407.02 Day 53 Yes 728.37 <7 Days S-6 15718.85 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 7548.04 Day 53 Yes 252.86 <7 Days S-7 7513.23 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31174.03 Day 54 No 1431.26 7-30 Days A-0-Q 29795.15 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42089.55 Day 54 No 1572.67 7-30 Days A-1-Q 39041.64 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10418.21 Day 54 No 112.34 <7 Days A-2-Q 9583.64 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14692.14 Day 54 Yes 225.31 7-30 Days A-3-Q 15686.49 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33538.64 Day 54 No 1114.55 31-90 Days A-4-Q 32720.81 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7979.76 Day 54 No 319.61 31-90 Days A-5-Q 8097.99 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18547.08 Day 54 No 13.70 <7 Days CB-1-Q 18083.76 No T+1 Yes No Treasury