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 6261.11 121 - 150 Days No 227.48 31-90 Days E-9 6227.88 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14490.36 121 - 150 Days Yes 199.51 7-30 Days G-4 13370.85 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22106.50 121 - 150 Days No 44.42 7-30 Days IG-3 20007.90 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36254.65 121 - 150 Days No 993.63 31-90 Days IG-4 37599.93 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10418.07 121 - 150 Days No 72.83 7-30 Days IG-5 9800.38 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13694.79 121 - 150 Days No 565.73 7-30 Days IG-6 13458.03 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38294.85 121 - 150 Days No 124.25 <7 Days IG-7 38624.32 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3089.38 121 - 150 Days No 141.60 31-90 Days IG-8 2821.51 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13593.78 121 - 150 Days No 201.57 31-90 Days L-1 12327.19 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3178.98 121 - 150 Days No 106.17 <7 Days L-10 3276.53 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28275.08 121 - 150 Days Yes 1341.86 <7 Days L-11 25741.55 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 208.70 121 - 150 Days Yes 4.20 31-90 Days L-2 198.25 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33000.24 121 - 150 Days No 602.42 31-90 Days L-3 32984.08 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35870.14 121 - 150 Days Yes 342.56 <7 Days L-4 35478.89 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14839.43 121 - 150 Days No 601.95 <7 Days L-5 14820.89 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11152.26 121 - 150 Days Yes 43.11 31-90 Days L-6 10758.48 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19783.85 121 - 150 Days Yes 283.40 7-30 Days L-7 21434.81 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13752.28 121 - 150 Days No 606.06 31-90 Days L-8 13270.02 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43522.98 121 - 150 Days No 653.35 7-30 Days L-9 46034.10 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30355.37 121 - 150 Days No 1279.17 <7 Days LC-1 29968.61 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 26703.69 121 - 150 Days Yes 459.90 31-90 Days LC-2 25678.07 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19619.12 121 - 150 Days No 202.84 <7 Days N-1 17772.38 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29565.86 121 - 150 Days No 128.59 <7 Days N-2 27880.65 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14334.57 121 - 150 Days Yes 314.11 <7 Days N-3 14517.12 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20667.47 121 - 150 Days Yes 328.00 31-90 Days N-4 21055.86 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading