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 Yes 12197.00 >= 1 Yr <= 2 Yr No 462.99 31-90 Days N-6 12183.92 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 34947.81 >= 1 Yr <= 2 Yr Yes 534.04 <7 Days N-7 33150.54 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22942.14 >= 1 Yr <= 2 Yr No 265.93 <7 Days P-1 23612.42 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 24185.84 >= 1 Yr <= 2 Yr Yes 138.10 7-30 Days P-2 25024.76 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19691.03 >= 1 Yr <= 2 Yr No 330.03 <7 Days S-8 20278.02 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 14088.88 >= 1 Yr <= 2 Yr Yes 316.00 <7 Days Y-1 13206.45 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 1035.55 >= 1 Yr <= 2 Yr No 1.57 <7 Days Y-2 1114.30 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30858.96 >= 1 Yr <= 2 Yr No 705.23 <7 Days Y-3 28760.20 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 29790.14 >= 1 Yr <= 2 Yr No 894.67 7-30 Days Y-4 27831.49 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 12381.73 >= 1 Yr <= 2 Yr Yes 527.44 7-30 Days Z-1 12137.23 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25021.36 >= 1 Yr <= 2 Yr No 521.56 <7 Days A-2 25460.89 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40642.48 >= 1 Yr <= 2 Yr No 165.64 7-30 Days A-3 41968.99 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 2748.44 >= 1 Yr <= 2 Yr Yes 57.18 31-90 Days A-4 2957.76 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42957.61 >= 1 Yr <= 2 Yr Yes 796.48 31-90 Days A-5 44728.49 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4877.11 >= 1 Yr <= 2 Yr Yes 107.94 7-30 Days CB-1 4750.77 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18425.05 >= 1 Yr <= 2 Yr Yes 386.02 <7 Days CB-2 17335.82 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 39159.08 >= 1 Yr <= 2 Yr Yes 94.66 7-30 Days CB-3 40537.49 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26193.87 >= 1 Yr <= 2 Yr No 946.17 7-30 Days E-1 26455.78 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15569.93 >= 1 Yr <= 2 Yr No 767.52 <7 Days E-2 14363.55 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 3048.59 >= 1 Yr <= 2 Yr No 123.73 7-30 Days G-1 3249.84 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 13633.75 >= 1 Yr <= 2 Yr Yes 66.95 <7 Days G-2 13320.93 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35230.13 >= 1 Yr <= 2 Yr No 867.59 <7 Days G-3 37564.84 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20415.65 >= 1 Yr <= 2 Yr No 38.54 <7 Days IG-1 22235.07 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 30235.65 >= 1 Yr <= 2 Yr No 722.60 <7 Days IG-2 27834.09 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16779.06 >= 1 Yr <= 2 Yr Yes 279.17 <7 Days S-1 18361.80 No T+2 Yes No Trading