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 41749.03 75 - 82 Days No 727.13 7-30 Days IG-2 40840.67 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34878.11 75 - 82 Days No 935.64 31-90 Days S-1 32318.88 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37709.28 75 - 82 Days No 1881.56 31-90 Days S-2 40893.36 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14202.44 75 - 82 Days No 7.77 31-90 Days S-3 13398.75 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 41936.27 75 - 82 Days Yes 1152.83 7-30 Days S-4 40645.42 Yes T+0 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27447.03 75 - 82 Days Yes 169.27 7-30 Days S-5 28996.83 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 297.26 75 - 82 Days No 0.62 31-90 Days S-6 309.68 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33919.52 75 - 82 Days No 1098.04 7-30 Days S-7 31867.42 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27208.89 83 - 90 Days No 179.11 <7 Days A-0-Q 25379.82 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39641.14 83 - 90 Days No 858.50 <7 Days A-1-Q 41447.97 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24693.53 83 - 90 Days No 289.56 7-30 Days A-2-Q 24188.09 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 37322.02 83 - 90 Days No 765.55 31-90 Days A-3-Q 37451.58 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10035.20 83 - 90 Days No 388.88 31-90 Days A-4-Q 11017.60 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39682.94 83 - 90 Days No 95.09 31-90 Days A-5-Q 39904.60 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4253.70 83 - 90 Days Yes 165.10 7-30 Days CB-1-Q 4439.65 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29662.08 83 - 90 Days Yes 168.77 31-90 Days CB-2-Q 26984.15 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 24630.56 83 - 90 Days No 367.55 31-90 Days S-1-Q 26566.79 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34599.79 83 - 90 Days Yes 1062.80 31-90 Days S-2-Q 33302.99 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8835.20 83 - 90 Days Yes 187.59 <7 Days S-3-Q 8408.27 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 1610.53 83 - 90 Days Yes 17.07 <7 Days S-4-Q 1764.96 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 11092.32 83 - 90 Days Yes 305.00 <7 Days CB-3-Q 11024.03 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 33704.08 83 - 90 Days No 496.48 31-90 Days G-1-Q 35888.54 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17366.21 83 - 90 Days No 321.93 <7 Days G-2-Q 18005.33 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14035.17 83 - 90 Days No 289.37 <7 Days G-3-Q 14805.54 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16868.43 83 - 90 Days Yes 123.33 31-90 Days S-5-Q 17656.10 Yes T+1 No No Funding