Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18554.65 Day 49 Yes 145.02 7-30 Days A-4 20028.90 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16558.46 Day 49 No 709.28 31-90 Days A-5 16588.21 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30674.92 Day 49 Yes 1468.47 7-30 Days CB-1 31770.45 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31544.21 Day 49 Yes 1396.08 7-30 Days CB-2 29389.96 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2126.92 Day 49 Yes 39.90 <7 Days CB-3 2306.45 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15842.83 Day 49 No 604.53 <7 Days E-1 16521.39 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29776.70 Day 49 Yes 582.42 7-30 Days E-2 31764.82 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15382.29 Day 49 No 252.82 <7 Days G-1 16429.76 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30962.93 Day 49 Yes 1160.31 7-30 Days G-2 30670.51 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33430.18 Day 49 Yes 260.90 31-90 Days G-3 31987.75 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40377.60 Day 49 Yes 1066.91 <7 Days IG-1 36609.00 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21639.37 Day 49 No 477.90 31-90 Days IG-2 19835.61 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43656.11 Day 49 Yes 390.89 31-90 Days S-1 44441.58 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32148.84 Day 49 No 315.10 7-30 Days S-2 29376.67 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27768.57 Day 49 No 1060.53 <7 Days S-3 26161.24 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5249.37 Day 49 Yes 0.14 7-30 Days S-4 5721.43 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38046.03 Day 49 Yes 1566.01 <7 Days S-5 40317.67 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33356.05 Day 49 No 820.19 <7 Days S-6 33274.38 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18637.32 Day 49 No 44.55 7-30 Days S-7 18350.61 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2128.39 Day 50 Yes 38.90 7-30 Days A-0-Q 1958.27 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18431.59 Day 50 Yes 281.35 7-30 Days A-1-Q 18087.98 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25032.94 Day 50 No 432.81 7-30 Days A-2-Q 26712.43 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14274.10 Day 50 No 478.00 <7 Days A-3-Q 12918.36 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24166.14 Day 50 Yes 1076.86 31-90 Days A-4-Q 22570.80 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41427.26 Day 50 No 272.36 7-30 Days A-5-Q 38708.30 Yes T+1 No No Securities Finance