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 Yes 28535.84 Day 53 No 1073.84 <7 Days G-2-Q 29995.34 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31921.20 Day 53 No 1186.40 7-30 Days G-3-Q 34386.49 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10671.88 Day 53 Yes 2.61 7-30 Days S-5-Q 10632.50 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4001.42 Day 53 Yes 66.96 31-90 Days S-6-Q 4398.29 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4237.94 Day 53 No 92.85 31-90 Days S-7-Q 4305.65 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34637.69 Day 53 No 1053.24 31-90 Days E-1-Q 37014.82 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28211.18 Day 53 Yes 63.65 31-90 Days E-2-Q 26954.71 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38316.00 Day 53 No 1180.48 31-90 Days IG-1-Q 37975.26 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42291.05 Day 53 No 2085.03 <7 Days IG-2-Q 44185.14 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34638.18 Day 53 Yes 1540.31 7-30 Days C-1 34229.90 No 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 8055.35 Day 53 No 361.40 <7 Days CB-4 8327.49 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19480.12 Day 53 No 520.63 <7 Days E-10 18388.65 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43717.51 Day 53 Yes 1569.23 31-90 Days E-3 43838.48 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23580.88 Day 53 Yes 687.42 <7 Days E-4 22066.03 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29359.71 Day 53 No 865.06 7-30 Days E-5 27546.24 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39033.96 Day 53 Yes 1204.12 7-30 Days E-6 37955.67 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40054.40 Day 53 No 403.95 7-30 Days E-7 43309.66 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3683.81 Day 53 No 121.75 31-90 Days E-8 3332.33 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40923.76 Day 53 No 576.73 7-30 Days E-9 43783.28 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10855.59 Day 53 Yes 495.97 <7 Days G-4 10711.77 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7536.81 Day 53 No 5.38 <7 Days IG-3 7699.88 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36071.28 Day 53 Yes 1014.62 <7 Days IG-4 33421.67 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21395.57 Day 53 No 409.91 <7 Days IG-5 20253.43 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10244.48 Day 53 Yes 224.67 7-30 Days IG-6 9915.80 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43753.09 Day 53 No 269.93 <7 Days IG-7 42362.46 Yes T+1 Yes No Funding