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 7829.44 >5 Yr Yes 333.66 <7 Days L-4 8386.94 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5329.60 >5 Yr Yes 190.32 31-90 Days L-5 5148.17 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15505.25 >5 Yr Yes 74.29 <7 Days L-6 16573.87 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34985.67 >5 Yr Yes 500.23 <7 Days L-7 34490.67 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28044.35 >5 Yr No 1151.51 <7 Days L-8 27910.80 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20759.52 >5 Yr No 431.48 <7 Days L-9 20556.92 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37658.74 >5 Yr Yes 441.81 7-30 Days LC-1 38377.71 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39245.06 >5 Yr No 1874.51 <7 Days LC-2 37365.68 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19222.32 >5 Yr No 404.15 7-30 Days N-1 19346.56 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24770.54 >5 Yr Yes 492.39 7-30 Days N-2 26098.07 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25701.59 >5 Yr No 467.25 <7 Days N-3 27847.87 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17357.63 >5 Yr No 95.00 <7 Days N-4 18681.12 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10711.80 >5 Yr Yes 324.62 31-90 Days N-5 11231.05 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11326.73 >5 Yr Yes 395.84 7-30 Days N-6 10295.85 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20123.98 >5 Yr Yes 796.30 7-30 Days N-7 18834.55 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14391.07 >5 Yr No 17.00 <7 Days P-1 13243.33 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5125.85 >5 Yr Yes 252.87 <7 Days P-2 5119.85 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40560.90 >5 Yr No 546.91 7-30 Days S-8 41811.93 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34832.48 >5 Yr No 1019.69 7-30 Days Y-1 33466.60 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17525.41 >5 Yr Yes 255.59 7-30 Days Y-2 17326.15 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35015.10 >5 Yr Yes 1374.32 <7 Days Y-3 32925.31 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27453.22 >5 Yr No 1212.46 31-90 Days Y-4 25416.55 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41636.25 >5 Yr Yes 173.36 7-30 Days Z-1 39545.39 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 246.95 >5 Yr Yes 9.17 <7 Days A-2 250.78 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43896.00 >5 Yr Yes 1995.27 <7 Days A-3 39759.93 No T+0 Yes No Treasury