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 12952.57 Day 57 No 36.25 7-30 Days L-1 13713.81 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24919.57 Day 57 No 354.30 7-30 Days L-10 23957.76 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 9628.87 Day 57 No 99.07 <7 Days L-11 9377.22 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21086.12 Day 57 Yes 125.88 7-30 Days L-2 22480.15 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2413.87 Day 57 Yes 67.06 31-90 Days L-3 2582.17 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 11657.13 Day 57 Yes 375.41 31-90 Days L-4 12583.83 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 21032.00 Day 57 Yes 48.85 31-90 Days L-5 19240.96 Yes T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 422.98 Day 57 No 16.64 31-90 Days L-6 386.32 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24636.49 Day 57 No 316.01 <7 Days L-7 22655.76 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11757.23 Day 57 No 360.42 7-30 Days L-8 12117.37 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8645.21 Day 57 No 317.26 31-90 Days L-9 8927.49 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6110.00 Day 57 Yes 68.61 31-90 Days LC-1 5935.22 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 29591.45 Day 57 No 888.44 31-90 Days LC-2 30613.06 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32619.49 Day 57 No 1085.42 <7 Days N-1 33895.93 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25123.88 Day 57 Yes 1008.94 7-30 Days N-2 23346.38 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32144.55 Day 57 No 795.49 <7 Days N-3 31607.79 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 3329.69 Day 57 Yes 45.21 7-30 Days N-4 3187.65 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8053.94 Day 57 Yes 218.11 31-90 Days N-5 8657.48 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 426.23 Day 57 Yes 5.20 <7 Days N-6 399.06 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1704.40 Day 57 Yes 37.95 7-30 Days N-7 1734.09 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33229.25 Day 57 Yes 1556.34 <7 Days P-1 30291.17 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 6570.83 Day 57 Yes 190.26 31-90 Days P-2 6858.69 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2095.76 Day 57 No 102.42 7-30 Days S-8 2299.47 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33595.61 Day 57 Yes 819.94 31-90 Days Y-1 36296.74 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 7712.72 Day 57 Yes 196.69 31-90 Days Y-2 7533.67 No T+0 No Yes Liberty Wealth Management LLC Funding