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 32409.15 Day 58 Yes 971.37 31-90 Days LC-1 31011.90 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31440.80 Day 58 No 1451.12 7-30 Days LC-2 29054.08 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 43502.52 Day 58 Yes 306.81 7-30 Days N-1 44643.08 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41773.99 Day 58 Yes 935.68 31-90 Days N-2 42678.30 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24417.70 Day 58 No 840.43 31-90 Days N-3 25932.75 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36394.78 Day 58 Yes 1086.00 31-90 Days N-4 37700.00 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 13151.08 Day 58 No 321.90 31-90 Days N-5 13480.80 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2655.62 Day 58 No 40.09 <7 Days N-6 2678.10 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39070.82 Day 58 No 1768.03 7-30 Days N-7 37620.79 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 31608.84 Day 58 No 77.65 7-30 Days P-1 29266.53 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36374.75 Day 58 No 1258.57 31-90 Days P-2 33270.48 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13455.43 Day 58 Yes 184.09 <7 Days S-8 12214.46 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 12639.72 Day 58 Yes 271.48 31-90 Days Y-1 12065.08 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3614.79 Day 58 No 120.58 7-30 Days Y-2 3796.91 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 23406.89 Day 58 No 497.36 7-30 Days Y-3 25266.85 No T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 9034.17 Day 58 No 326.07 <7 Days Y-4 8654.78 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19844.08 Day 58 Yes 175.51 31-90 Days Z-1 18658.52 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27965.57 Day 58 No 809.68 <7 Days A-2 27615.99 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 544.11 Day 58 No 19.49 7-30 Days A-3 541.38 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 5170.99 Day 58 No 66.93 7-30 Days A-4 5661.02 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8358.70 Day 58 Yes 107.28 31-90 Days A-5 8942.33 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 36918.66 Day 58 Yes 569.21 <7 Days CB-1 40502.00 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16010.43 Day 58 No 287.81 31-90 Days CB-2 17015.74 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 17004.32 Day 58 Yes 692.16 <7 Days CB-3 15710.49 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19383.00 Day 58 No 714.38 31-90 Days E-1 19398.26 Yes T+2 No Yes Liberty International Finance Ltd. Treasury