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
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13030.00 >= 1 Yr <= 2 Yr Yes 332.00 <7 Days G-4 12544.01 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 40066.30 >= 1 Yr <= 2 Yr Yes 216.25 <7 Days IG-3 38212.40 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4737.77 >= 1 Yr <= 2 Yr No 110.76 <7 Days IG-4 5101.31 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2686.89 >= 1 Yr <= 2 Yr No 28.49 <7 Days IG-5 2794.59 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26785.79 >= 1 Yr <= 2 Yr No 1080.50 31-90 Days IG-6 24945.05 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10038.28 >= 1 Yr <= 2 Yr Yes 298.98 <7 Days IG-7 10656.11 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23850.39 >= 1 Yr <= 2 Yr No 397.28 7-30 Days IG-8 24399.71 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40102.76 >= 1 Yr <= 2 Yr Yes 71.76 <7 Days L-1 41888.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10175.15 >= 1 Yr <= 2 Yr No 78.84 31-90 Days L-10 10760.03 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 28007.49 >= 1 Yr <= 2 Yr Yes 558.45 7-30 Days L-11 25409.03 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42014.55 >= 1 Yr <= 2 Yr Yes 233.74 7-30 Days L-2 41530.04 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35696.49 >= 1 Yr <= 2 Yr No 390.05 7-30 Days L-3 34741.40 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33825.38 >= 1 Yr <= 2 Yr No 10.20 7-30 Days L-4 36279.69 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33333.66 >= 1 Yr <= 2 Yr Yes 1498.13 <7 Days L-5 32734.57 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 17642.90 >= 1 Yr <= 2 Yr Yes 529.17 7-30 Days L-6 18127.58 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 2197.64 >= 1 Yr <= 2 Yr No 61.13 <7 Days L-7 2354.55 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 23462.64 >= 1 Yr <= 2 Yr Yes 863.61 31-90 Days L-8 21320.34 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 35529.37 >= 1 Yr <= 2 Yr Yes 967.54 7-30 Days L-9 38313.43 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38934.42 >= 1 Yr <= 2 Yr No 282.34 7-30 Days LC-1 35085.28 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36817.90 >= 1 Yr <= 2 Yr No 1143.88 <7 Days LC-2 35031.27 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 44095.79 >= 1 Yr <= 2 Yr Yes 242.06 7-30 Days N-1 44058.00 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 41711.50 >= 1 Yr <= 2 Yr No 1245.21 7-30 Days N-2 38428.92 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27053.04 >= 1 Yr <= 2 Yr No 1186.78 31-90 Days N-3 29176.69 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 37632.73 >= 1 Yr <= 2 Yr No 520.50 7-30 Days N-4 38949.17 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 31747.50 >= 1 Yr <= 2 Yr Yes 1500.73 <7 Days N-5 30921.19 Yes T+2 Yes No Securities Finance