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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37901.90 Day 54 No 1286.17 <7 Days E-10 34360.95 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34036.28 Day 54 No 1316.03 7-30 Days E-3 31443.37 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16996.89 Day 54 Yes 244.79 <7 Days E-4 18338.70 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13364.51 Day 54 No 439.59 7-30 Days E-5 13311.13 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30412.36 Day 54 No 409.76 <7 Days E-6 31458.13 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32020.05 Day 54 Yes 372.47 31-90 Days E-7 34432.95 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14840.98 Day 54 No 92.30 <7 Days E-8 16117.15 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11837.62 Day 54 Yes 505.10 <7 Days E-9 10905.82 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3213.02 Day 54 No 70.72 <7 Days G-4 3515.65 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38929.50 Day 54 No 1397.48 31-90 Days IG-3 38425.05 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 467.10 Day 54 Yes 12.24 <7 Days IG-4 451.28 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 653.96 Day 54 Yes 15.41 <7 Days IG-5 608.68 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43405.23 Day 54 Yes 1280.45 7-30 Days IG-6 46682.68 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2698.22 Day 54 Yes 43.62 7-30 Days IG-7 2554.10 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17320.13 Day 54 No 408.38 31-90 Days IG-8 17626.44 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18144.79 Day 54 No 350.73 31-90 Days L-1 16997.52 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24861.19 Day 54 Yes 1105.08 31-90 Days L-10 26562.27 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33350.56 Day 54 Yes 1050.81 <7 Days L-11 36286.38 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36323.08 Day 54 No 1016.84 31-90 Days L-2 37142.59 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34728.23 Day 54 No 1065.69 <7 Days L-3 34023.08 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9247.20 Day 54 No 294.57 <7 Days L-4 9788.48 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41294.27 Day 54 Yes 414.25 <7 Days L-5 39667.72 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40660.68 Day 54 Yes 1524.48 31-90 Days L-6 38307.13 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15453.61 Day 54 No 39.93 31-90 Days L-7 14369.28 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14004.38 Day 54 No 120.07 7-30 Days L-8 13197.06 No T+1 No Yes Liberty Wealth Management LLC Trading