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 35615.30 Day 52 Yes 1242.01 31-90 Days G-2 37731.77 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2012.57 Day 52 Yes 50.91 <7 Days G-3 1812.52 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34616.34 Day 52 No 362.88 <7 Days IG-1 35452.15 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33903.01 Day 52 No 794.90 31-90 Days IG-2 36443.32 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32048.33 Day 52 No 738.80 31-90 Days S-1 29039.97 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7559.14 Day 52 Yes 165.41 <7 Days S-2 7098.43 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30160.61 Day 52 Yes 431.56 31-90 Days S-3 31493.53 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22840.80 Day 52 Yes 706.00 31-90 Days S-4 20975.04 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9820.18 Day 52 No 159.83 <7 Days S-5 10672.22 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11889.99 Day 52 Yes 38.56 7-30 Days S-6 12985.97 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25182.64 Day 52 No 166.67 31-90 Days S-7 25911.53 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33085.54 Day 53 No 521.86 7-30 Days A-0-Q 34890.33 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27269.82 Day 53 No 149.47 <7 Days A-1-Q 27176.22 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42089.57 Day 53 Yes 337.56 <7 Days A-2-Q 44969.98 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7900.66 Day 53 No 41.27 7-30 Days A-3-Q 8347.04 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37834.09 Day 53 No 447.18 <7 Days A-4-Q 38255.54 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4286.51 Day 53 Yes 95.16 <7 Days A-5-Q 4118.56 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 23167.36 Day 53 Yes 340.38 7-30 Days CB-1-Q 25367.95 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7986.30 Day 53 Yes 304.42 7-30 Days CB-2-Q 8660.60 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 780.46 Day 53 Yes 19.28 7-30 Days S-1-Q 731.55 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27508.46 Day 53 Yes 14.34 <7 Days S-2-Q 29730.59 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37471.14 Day 53 No 497.52 <7 Days S-3-Q 39601.74 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12425.74 Day 53 Yes 538.81 31-90 Days S-4-Q 11988.74 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41097.98 Day 53 Yes 1259.03 7-30 Days CB-3-Q 37078.75 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9929.87 Day 53 No 401.15 7-30 Days G-1-Q 10129.26 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading