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 34906.01 Day 60 Yes 982.42 <7 Days Y-4 32391.33 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35736.23 Day 60 Yes 367.21 31-90 Days Z-1 37903.27 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 8865.06 Day 60 No 421.09 7-30 Days A-2 8342.37 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13039.51 Day 60 No 492.97 31-90 Days A-3 13309.80 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27366.86 Day 60 Yes 430.77 <7 Days A-4 26371.81 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32904.29 Day 60 No 787.63 31-90 Days A-5 29922.76 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19037.64 Day 60 Yes 880.60 <7 Days CB-1 19737.04 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 9953.55 Day 60 Yes 157.77 31-90 Days CB-2 8959.76 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16294.04 Day 60 Yes 152.06 31-90 Days CB-3 14787.50 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31275.36 Day 60 Yes 1239.33 <7 Days E-1 31431.88 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28080.25 Day 60 No 834.79 <7 Days E-2 25333.24 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3384.59 Day 60 No 20.69 7-30 Days G-1 3167.05 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26310.14 Day 60 No 395.97 7-30 Days G-2 26348.21 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38179.17 Day 60 Yes 1863.05 <7 Days G-3 38778.20 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33572.94 Day 60 No 377.98 <7 Days IG-1 34675.28 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10536.15 Day 60 No 224.29 31-90 Days IG-2 9495.46 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17407.22 Day 60 No 865.62 31-90 Days S-1 18583.98 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5851.53 Day 60 Yes 120.33 31-90 Days S-2 6214.01 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42614.72 Day 60 Yes 587.73 7-30 Days S-3 43627.67 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20817.94 Day 60 No 905.01 31-90 Days S-4 22675.71 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42007.84 Day 60 Yes 727.86 <7 Days S-5 37868.40 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 37624.21 Day 60 Yes 1527.50 31-90 Days S-6 37254.09 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2073.39 Day 60 No 38.43 7-30 Days S-7 1988.28 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29993.70 61 - 67 Days No 1254.56 31-90 Days A-0-Q 30481.75 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43094.98 61 - 67 Days Yes 1023.34 7-30 Days A-1-Q 46227.78 No T+0 No No Treasury