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 Yes 20929.91 Perpetual No 100.14 <7 Days IG-2 19787.32 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14575.63 Perpetual Yes 659.11 31-90 Days S-1 14331.53 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14504.26 Perpetual No 242.98 7-30 Days S-2 15383.92 Yes 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 20723.98 Perpetual Yes 765.01 <7 Days S-3 21155.83 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34287.55 Perpetual No 18.29 7-30 Days S-4 34188.50 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4071.15 Perpetual No 133.12 31-90 Days S-5 4289.91 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33710.09 Perpetual Yes 1029.05 7-30 Days S-6 36114.91 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6710.28 Perpetual No 264.60 <7 Days S-7 6792.33 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15424.73 Open No 194.01 <7 Days A-0-Q 16201.78 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35137.72 Open No 574.85 7-30 Days A-1-Q 35462.84 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15043.14 Open No 685.30 7-30 Days A-2-Q 14314.30 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7079.74 Open Yes 25.85 31-90 Days A-3-Q 7459.24 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5824.55 Open No 2.51 31-90 Days A-4-Q 6012.14 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1119.84 Open No 8.59 7-30 Days A-5-Q 1170.48 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39032.23 Open No 1493.78 <7 Days CB-1-Q 38558.50 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3166.87 Open No 43.41 31-90 Days CB-2-Q 3317.17 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8165.27 Open No 110.73 <7 Days S-1-Q 7962.13 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 25171.32 Open No 354.48 31-90 Days S-2-Q 23739.11 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 27719.34 Open No 592.51 <7 Days S-3-Q 27389.68 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 492.16 Open Yes 7.01 7-30 Days S-4-Q 525.44 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 437.42 Open Yes 6.00 31-90 Days CB-3-Q 479.25 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18382.91 Open Yes 834.71 7-30 Days G-1-Q 17984.12 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17369.55 Open No 486.51 7-30 Days G-2-Q 17673.21 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22358.43 Open Yes 1095.96 31-90 Days G-3-Q 24261.23 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21972.01 Open No 484.43 31-90 Days S-5-Q 23292.83 No T+0 Yes Yes Liberty Capital Markets Inc. Trading